Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 445746.619 | 413696.6541 | 32049.9649 | 15503.4298 | 114963.9976 | -99460.5678 |
Total P&L (%) | 445.7466 | 413.6967 | 32.05 | 15.5034 | 114.964 | -99.4606 |
Avg Daily Profit (%) | 0.214 | 0.1986 | 0.0154 | 0.0069 | 0.0367 | -0.2504 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113009 | -88039 | -169422 | -279803 | -329825 | -337036 |
Profit Factor | 1.2632 | 1.4938 | 1.0375 | 1.0048 | 1.0712 | 0.9391 |
Total Trades | 634 | 317 | 317 | 634 | 317 | 317 |
Winning Trades | 285 | 131 | 154 | 285 | 131 | 154 |
Losing Trades | 349 | 186 | 163 | 349 | 186 | 163 |
Profitability (%) | 44.9527 | 41.3249 | 48.5804 | 44.9527 | 41.3249 | 48.5804 |
Ratio Avg Win / Avg Loss | 1.5469 | 2.1209 | 1.0981 | 1.2304 | 1.5209 | 0.994 |
Largest Winning Trade | 230951 | 230951 | 54763 | 186230 | 186230 | 97610 |
Largest Losing Trade | -54811 | -22037 | -54811 | -142428 | -54005 | -142428 |
Avg Bars in Trades | 38 | 34 | 42 | 38 | 34 | 42 |
Avg Bars in Winners | 54 | 47 | 60 | 54 | 47 | 60 |
Avg Bars in Losers | 25 | 25 | 26 | 25 | 25 | 26 |
Bars Traded | 24520 | 10917 | 13602 | 24520 | 10917 | 13602 |
Profit Streak | 0 | 0 | 10.5919 | 0 | 0 | 10.5919 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362170 | 277803 | -352888 | -407394 | -287186 | -579130 |
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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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