Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 603304.5612 | 451989.0529 | 151315.5083 | 250292.028 | 294402.1535 | -44110.1255 |
Total P&L (%) | 603.3046 | 451.9891 | 151.3155 | 250.292 | 294.4022 | -44.1101 |
Avg Daily Profit (%) | 0.4097 | 0.307 | 0.1028 | 0.0852 | 0.0932 | -0.0395 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137674 | -143812 | -107092 | -1220201 | -776395 | -1148664 |
Profit Factor | 1.3771 | 1.5087 | 1.2127 | 1.0353 | 1.0796 | 0.987 |
Total Trades | 519 | 260 | 259 | 519 | 260 | 259 |
Winning Trades | 237 | 107 | 130 | 237 | 107 | 130 |
Losing Trades | 282 | 153 | 129 | 282 | 153 | 129 |
Profitability (%) | 45.6647 | 41.1538 | 50.1931 | 45.6647 | 41.1538 | 50.1931 |
Ratio Avg Win / Avg Loss | 1.6386 | 2.1573 | 1.2034 | 1.2318 | 1.5437 | 0.9794 |
Largest Winning Trade | 298542 | 298542 | 38689 | 455813 | 455813 | 216582 |
Largest Losing Trade | -50257 | -25467 | -50257 | -330921 | -199391 | -330921 |
Avg Bars in Trades | 33 | 37 | 30 | 33 | 37 | 30 |
Avg Bars in Winners | 44 | 48 | 40 | 44 | 48 | 40 |
Avg Bars in Losers | 24 | 28 | 20 | 24 | 28 | 20 |
Bars Traded | 17483 | 9644 | 7839 | 17483 | 9644 | 7839 |
Profit Streak | 4.1368 | 4.1368 | 6.8035 | 4.1368 | 4.1368 | 6.8035 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 464102 | 297987 | -54722 | -259581 | -203101 | -579267 |
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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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