Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390523.2578 | 319762.4657 | 70760.7921 | 105267.3324 | -116731.2185 | 221998.5509 |
Total P&L (%) | 390.5233 | 319.7625 | 70.7608 | 105.2673 | -116.7312 | 221.9986 |
Avg Daily Profit (%) | 0.1642 | 0.1345 | 0.0298 | 0.0302 | 0 | 0.0492 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122976 | -80868 | -116576 | -593047 | -505240 | -364712 |
Profit Factor | 1.2121 | 1.359 | 1.0744 | 1.0221 | 0.9541 | 1.1004 |
Total Trades | 681 | 340 | 341 | 681 | 340 | 341 |
Winning Trades | 308 | 165 | 143 | 308 | 165 | 143 |
Losing Trades | 373 | 175 | 198 | 373 | 175 | 198 |
Profitability (%) | 45.2276 | 48.5294 | 41.9355 | 45.2276 | 48.5294 | 41.9355 |
Ratio Avg Win / Avg Loss | 1.4679 | 1.4414 | 1.4877 | 1.2378 | 1.012 | 1.5236 |
Largest Winning Trade | 133488 | 133488 | 40105 | 145095 | 140805 | 145095 |
Largest Losing Trade | -36744 | -28312 | -36744 | -199109 | -199109 | -96784 |
Avg Bars in Trades | 13 | 15 | 12 | 13 | 15 | 12 |
Avg Bars in Winners | 16 | 17 | 16 | 16 | 17 | 16 |
Avg Bars in Losers | 11 | 13 | 9 | 11 | 13 | 9 |
Bars Traded | 9441 | 5207 | 4234 | 9441 | 5207 | 4234 |
Profit Streak | 129.8675 | 0 | 142.6175 | 129.8675 | 0 | 142.6175 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338708 | -12163 | -292081 | -346116 | -578183 | -236491 |
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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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