Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 630426.5557 | 528113.4981 | 102313.0576 | 102913.7257 | -214547.7427 | 317461.4685 |
Total P&L (%) | 630.4266 | 528.1135 | 102.3131 | 102.9137 | -214.5477 | 317.4615 |
Avg Daily Profit (%) | 0.3619 | 0.3032 | 0.0587 | 0.0406 | 0 | 0.0821 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -261626 | -230828 | -82045 | -1544946 | -1298735 | -813331 |
Profit Factor | 1.3472 | 1.4677 | 1.149 | 1.0132 | 0.9561 | 1.1098 |
Total Trades | 574 | 287 | 287 | 574 | 287 | 287 |
Winning Trades | 261 | 112 | 149 | 261 | 112 | 149 |
Losing Trades | 313 | 175 | 138 | 313 | 175 | 138 |
Profitability (%) | 45.4704 | 39.0244 | 51.9164 | 45.4704 | 39.0244 | 51.9164 |
Ratio Avg Win / Avg Loss | 1.6155 | 2.2932 | 1.0642 | 1.2151 | 1.4939 | 1.0278 |
Largest Winning Trade | 435351 | 435351 | 29074 | 766488 | 766488 | 309374 |
Largest Losing Trade | -36797 | -36797 | -24601 | -299042 | -299042 | -272069 |
Avg Bars in Trades | 12 | 16 | 8 | 12 | 16 | 8 |
Avg Bars in Winners | 12 | 18 | 8 | 12 | 18 | 8 |
Avg Bars in Losers | 11 | 14 | 7 | 11 | 14 | 7 |
Bars Traded | 6924 | 4610 | 2314 | 6924 | 4610 | 2314 |
Profit Streak | 7.0291 | 0 | 14.7791 | 7.0291 | 0 | 14.7791 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471730 | 291387 | -168592 | -342415 | -582156 | -180639 |
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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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