Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 609979.9187 | 455848.2584 | 154131.6603 | 301394.351 | -103937.8599 | 405332.2109 |
Total P&L (%) | 609.9799 | 455.8483 | 154.1317 | 301.3944 | -103.9379 | 405.3322 |
Avg Daily Profit (%) | 0.4125 | 0.3082 | 0.1042 | 0.094 | 0 | 0.1096 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146947 | -187100 | -89771 | -1223538 | -1078969 | -445676 |
Profit Factor | 1.3695 | 1.528 | 1.1957 | 1.047 | 0.9694 | 1.1347 |
Total Trades | 562 | 281 | 281 | 562 | 281 | 281 |
Winning Trades | 194 | 86 | 108 | 194 | 86 | 108 |
Losing Trades | 368 | 195 | 173 | 368 | 195 | 173 |
Profitability (%) | 34.5196 | 30.605 | 38.4342 | 34.5196 | 30.605 | 38.4342 |
Ratio Avg Win / Avg Loss | 2.5978 | 3.4646 | 1.9153 | 1.9862 | 2.1981 | 1.8176 |
Largest Winning Trade | 344673 | 344673 | 41540 | 497361 | 497361 | 262580 |
Largest Losing Trade | -30585 | -17969 | -30585 | -183467 | -183467 | -174251 |
Avg Bars in Trades | 15 | 16 | 14 | 15 | 16 | 14 |
Avg Bars in Winners | 26 | 28 | 25 | 26 | 28 | 25 |
Avg Bars in Losers | 9 | 11 | 7 | 9 | 11 | 7 |
Bars Traded | 8743 | 4693 | 4049 | 8743 | 4693 | 4049 |
Profit Streak | 10.8946 | 0 | 12.8946 | 10.8946 | 0 | 12.8946 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335192 | 172224 | -60672 | -237268 | -584350 | -120592 |
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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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