Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305260.3249 | 210288.8411 | 94971.4838 | 61024.1337 | -147972.3491 | 208996.4828 |
Total P&L (%) | 305.2603 | 210.2888 | 94.9715 | 61.0241 | -147.9723 | 208.9965 |
Avg Daily Profit (%) | 0.223 | 0.1537 | 0.0694 | 0.0348 | 0 | 0.0825 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209652 | -139806 | -136560 | -1507296 | -870563 | -909041 |
Profit Factor | 1.213 | 1.2889 | 1.1346 | 1.013 | 0.9395 | 1.0925 |
Total Trades | 435 | 217 | 218 | 435 | 217 | 218 |
Winning Trades | 201 | 88 | 113 | 201 | 88 | 113 |
Losing Trades | 234 | 129 | 105 | 234 | 129 | 105 |
Profitability (%) | 46.2069 | 40.553 | 51.8349 | 46.2069 | 40.553 | 51.8349 |
Ratio Avg Win / Avg Loss | 1.4121 | 1.8894 | 1.0543 | 1.1793 | 1.3771 | 1.0152 |
Largest Winning Trade | 79855 | 79855 | 27632 | 432234 | 432234 | 214627 |
Largest Losing Trade | -40239 | -22640 | -40239 | -340012 | -279639 | -340012 |
Avg Bars in Trades | 37 | 35 | 38 | 37 | 35 | 38 |
Avg Bars in Winners | 48 | 49 | 46 | 48 | 49 | 46 |
Avg Bars in Losers | 28 | 26 | 30 | 28 | 26 | 30 |
Bars Traded | 16261 | 7779 | 8481 | 16261 | 7779 | 8481 |
Profit Streak | 5.454 | 0 | 11.3706 | 5.454 | 0 | 11.3706 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319535 | 189304 | -171263 | -351732 | -582204 | -200154 |
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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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