Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 521720.2569 | 426099.3297 | 95620.9273 | 693333.4557 | 792973.8769 | -99640.4212 |
Total P&L (%) | 521.7203 | 426.0993 | 95.6209 | 693.3335 | 792.9739 | -99.6404 |
Avg Daily Profit (%) | 0.2819 | 0.2302 | 0.0517 | 0.112 | 0.1184 | -0.3036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142923 | -160983 | -108204 | -2589621 | -2620415 | -1484837 |
Profit Factor | 1.2898 | 1.4837 | 1.104 | 1.0331 | 1.075 | 0.9904 |
Total Trades | 661 | 330 | 331 | 661 | 330 | 331 |
Winning Trades | 248 | 117 | 131 | 248 | 117 | 131 |
Losing Trades | 413 | 213 | 200 | 413 | 213 | 200 |
Profitability (%) | 37.5189 | 35.4545 | 39.577 | 37.5189 | 35.4545 | 39.577 |
Ratio Avg Win / Avg Loss | 2.1479 | 2.7011 | 1.6855 | 1.7205 | 1.9571 | 1.512 |
Largest Winning Trade | 137826 | 137826 | 43951 | 1190734 | 1190734 | 511107 |
Largest Losing Trade | -29583 | -19474 | -29583 | -463303 | -463303 | -399347 |
Avg Bars in Trades | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Winners | 13 | 13 | 12 | 13 | 13 | 12 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 5518 | 2733 | 2785 | 5518 | 2733 | 2785 |
Profit Streak | 6.0884 | 0 | 7.7551 | 6.0884 | 0 | 7.7551 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339957 | 215563 | -230856 | -226534 | -175664 | -579923 |
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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) |
---|