Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267368.1012 | 6604.2863 | 260763.8149 | 216665.0918 | -365454.6428 | 582119.7346 |
Total P&L (%) | 267.3681 | 6.6043 | 260.7638 | 216.6651 | -365.4546 | 582.1197 |
Avg Daily Profit (%) | 0.1744 | 0.0043 | 0.1701 | 0.0752 | 0 | 0.1253 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102560 | -78868 | -95225 | -1297178 | -896628 | -836887 |
Profit Factor | 1.2595 | 1.0128 | 1.5054 | 1.0304 | 0.8951 | 1.1601 |
Total Trades | 421 | 211 | 210 | 421 | 211 | 210 |
Winning Trades | 188 | 81 | 107 | 188 | 81 | 107 |
Losing Trades | 233 | 130 | 103 | 233 | 130 | 103 |
Profitability (%) | 44.6556 | 38.3886 | 50.9524 | 44.6556 | 38.3886 | 50.9524 |
Ratio Avg Win / Avg Loss | 1.5609 | 1.6255 | 1.4491 | 1.2771 | 1.4366 | 1.1168 |
Largest Winning Trade | 54853 | 54853 | 42291 | 546877 | 546877 | 244248 |
Largest Losing Trade | -39580 | -18279 | -39580 | -360747 | -281929 | -360747 |
Avg Bars in Trades | 43 | 33 | 53 | 43 | 33 | 53 |
Avg Bars in Winners | 57 | 41 | 70 | 57 | 41 | 70 |
Avg Bars in Losers | 31 | 28 | 36 | 31 | 28 | 36 |
Bars Traded | 18240 | 6983 | 11257 | 18240 | 6983 | 11257 |
Profit Streak | 1.9628 | 1.9628 | 21.1295 | 1.9628 | 1.9628 | 21.1295 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 245353 | -564209 | 375313 | -281094 | -585185 | -67942 |
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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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