Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670807.3115 | 549645.368 | 121161.9435 | 582585.047 | 842333.8104 | -259748.7633 |
Total P&L (%) | 670.8073 | 549.6454 | 121.1619 | 582.585 | 842.3338 | -259.7488 |
Avg Daily Profit (%) | 0.2819 | 0.231 | 0.0509 | 0.0808 | 0.0943 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146644 | -92979 | -231752 | -2663343 | -1903318 | -1604298 |
Profit Factor | 1.2761 | 1.4731 | 1.0956 | 1.0283 | 1.0858 | 0.9759 |
Total Trades | 708 | 354 | 354 | 708 | 354 | 354 |
Winning Trades | 258 | 124 | 134 | 258 | 124 | 134 |
Losing Trades | 450 | 230 | 220 | 450 | 230 | 220 |
Profitability (%) | 36.4407 | 35.0282 | 37.8531 | 36.4407 | 35.0282 | 37.8531 |
Ratio Avg Win / Avg Loss | 2.2258 | 2.7323 | 1.7987 | 1.7935 | 2.0139 | 1.6022 |
Largest Winning Trade | 149244 | 149244 | 62761 | 622872 | 622872 | 451308 |
Largest Losing Trade | -22151 | -18366 | -22151 | -258805 | -256242 | -258805 |
Avg Bars in Trades | 20 | 19 | 20 | 20 | 19 | 20 |
Avg Bars in Winners | 37 | 36 | 37 | 37 | 36 | 37 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 14243 | 6880 | 7363 | 14243 | 6880 | 7363 |
Profit Streak | 7.1274 | 0 | 7.9607 | 7.1274 | 0 | 7.9607 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330225 | 227018 | -241644 | -273621 | -195963 | -580475 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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