Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 639789.3875 | 578216.7322 | 61572.6553 | 120944.14 | 1143308.2373 | -1022364.0973 |
Total P&L (%) | 639.7894 | 578.2167 | 61.5727 | 120.9441 | 1143.3082 | -1022.3641 |
Avg Daily Profit (%) | 0.2685 | 0.2427 | 0.0258 | 0.0333 | 0.1058 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191528 | -129460 | -216673 | -2019990 | -1073184 | -1575534 |
Profit Factor | 1.287 | 1.5198 | 1.0551 | 1.0171 | 1.3343 | 0.7197 |
Total Trades | 762 | 381 | 381 | 762 | 381 | 381 |
Winning Trades | 322 | 155 | 167 | 322 | 155 | 167 |
Losing Trades | 440 | 226 | 214 | 440 | 226 | 214 |
Profitability (%) | 42.2572 | 40.6824 | 43.832 | 42.2572 | 40.6824 | 43.832 |
Ratio Avg Win / Avg Loss | 1.7586 | 2.216 | 1.3521 | 1.3898 | 1.9454 | 0.9223 |
Largest Winning Trade | 204026 | 204026 | 60609 | 1212598 | 1212598 | 251724 |
Largest Losing Trade | -56681 | -25575 | -56681 | -521093 | -247579 | -521093 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 19 | 18 | 21 | 19 | 18 | 21 |
Avg Bars in Losers | 7 | 6 | 7 | 7 | 6 | 7 |
Bars Traded | 9484 | 4326 | 5158 | 9484 | 4326 | 5158 |
Profit Streak | 1.5378 | 3.5378 | 0 | 1.5378 | 3.5378 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306153 | 301857 | -319488 | -351373 | -52418 | -581462 |
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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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