Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 466367.5299 | 475664.5275 | -9296.9976 | -83032.0295 | 964844.8808 | -1047876.9103 |
Total P&L (%) | 466.3675 | 475.6645 | -9.297 | -83.032 | 964.8449 | -1047.8769 |
Avg Daily Profit (%) | 0.2239 | 0.2283 | -0.0045 | -0.0851 | 0.1136 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169069 | -142793 | -186946 | -1250580 | -324912 | -1343621 |
Profit Factor | 1.2627 | 1.551 | 0.9898 | 0.9796 | 1.5686 | 0.5567 |
Total Trades | 435 | 217 | 218 | 435 | 217 | 218 |
Winning Trades | 196 | 92 | 104 | 196 | 92 | 104 |
Losing Trades | 239 | 125 | 114 | 239 | 125 | 114 |
Profitability (%) | 45.0575 | 42.3963 | 47.7064 | 45.0575 | 42.3963 | 47.7064 |
Ratio Avg Win / Avg Loss | 1.5397 | 2.1074 | 1.085 | 1.1945 | 2.1313 | 0.6102 |
Largest Winning Trade | 172072 | 172072 | 57089 | 801275 | 801275 | 88630 |
Largest Losing Trade | -92311 | -31052 | -92311 | -747638 | -324912 | -747638 |
Avg Bars in Trades | 57 | 60 | 53 | 57 | 60 | 53 |
Avg Bars in Winners | 71 | 76 | 66 | 71 | 76 | 66 |
Avg Bars in Losers | 45 | 48 | 42 | 45 | 48 | 42 |
Bars Traded | 24815 | 13074 | 11741 | 24815 | 13074 | 11741 |
Profit Streak | 7.785 | 0 | 16.9516 | 7.785 | 0 | 16.9516 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353514 | 295756 | -578846 | -578083 | -40456 | -580513 |
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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) |
---|