Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556847.383 | 495729.4422 | 61117.9408 | 100517.7632 | 710442.655 | -609924.8917 |
Total P&L (%) | 556.8474 | 495.7294 | 61.1179 | 100.5178 | 710.4427 | -609.9249 |
Avg Daily Profit (%) | 0.2965 | 0.264 | 0.0325 | 0.0371 | 0.1115 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -253097 | -115817 | -212194 | -1247687 | -621085 | -778722 |
Profit Factor | 1.4221 | 1.8064 | 1.0867 | 1.0315 | 1.4785 | 0.6431 |
Total Trades | 473 | 237 | 236 | 473 | 237 | 236 |
Winning Trades | 227 | 108 | 119 | 227 | 108 | 119 |
Losing Trades | 246 | 129 | 117 | 246 | 129 | 117 |
Profitability (%) | 47.9915 | 45.5696 | 50.4237 | 47.9915 | 45.5696 | 50.4237 |
Ratio Avg Win / Avg Loss | 1.5411 | 2.1576 | 1.0685 | 1.1178 | 1.766 | 0.6323 |
Largest Winning Trade | 238465 | 238465 | 81917 | 721223 | 721223 | 176595 |
Largest Losing Trade | -63060 | -43011 | -63060 | -392550 | -392550 | -329104 |
Avg Bars in Trades | 46 | 42 | 50 | 46 | 42 | 50 |
Avg Bars in Winners | 58 | 57 | 59 | 58 | 57 | 59 |
Avg Bars in Losers | 36 | 30 | 42 | 36 | 30 | 42 |
Bars Traded | 22138 | 10155 | 11983 | 22138 | 10155 | 11983 |
Profit Streak | 12.4448 | 12.4448 | 19.8615 | 12.4448 | 12.4448 | 19.8615 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488818 | 402220 | -273312 | -326526 | -41873 | -578978 |
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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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