Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455469.8431 | 383563.2678 | 71906.5754 | 230794.9507 | 396752.6411 | -165957.6904 |
Total P&L (%) | 455.4698 | 383.5633 | 71.9066 | 230.795 | 396.7526 | -165.9577 |
Avg Daily Profit (%) | 0.2462 | 0.2073 | 0.0389 | 0.0647 | 0.0867 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199875 | -153654 | -206672 | -681736 | -426915 | -674146 |
Profit Factor | 1.263 | 1.4458 | 1.0825 | 1.0479 | 1.1679 | 0.9323 |
Total Trades | 557 | 278 | 279 | 557 | 278 | 279 |
Winning Trades | 230 | 114 | 116 | 230 | 114 | 116 |
Losing Trades | 327 | 164 | 163 | 327 | 164 | 163 |
Profitability (%) | 41.2926 | 41.0072 | 41.5771 | 41.2926 | 41.0072 | 41.5771 |
Ratio Avg Win / Avg Loss | 1.7956 | 2.0799 | 1.5211 | 1.4899 | 1.6802 | 1.3101 |
Largest Winning Trade | 159647 | 159647 | 34671 | 365269 | 365269 | 165818 |
Largest Losing Trade | -35332 | -35332 | -27229 | -162160 | -162160 | -114835 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 13 | 12 | 13 | 13 | 12 | 13 |
Avg Bars in Losers | 7 | 8 | 7 | 7 | 8 | 7 |
Bars Traded | 5539 | 2760 | 2779 | 5539 | 2760 | 2779 |
Profit Streak | 4.9653 | 0 | 6.632 | 4.9653 | 0 | 6.632 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340969 | 268149 | -271049 | -273865 | -114232 | -580516 |
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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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