Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 598544.668 | 506687.3451 | 91857.3229 | 323823.3735 | 85841.6785 | 237981.695 |
Total P&L (%) | 598.5447 | 506.6873 | 91.8573 | 323.8234 | 85.8417 | 237.9817 |
Avg Daily Profit (%) | 0.2393 | 0.2026 | 0.0367 | 0.0578 | 0.0248 | 0.0487 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183349 | -152666 | -119865 | -1168160 | -1079224 | -531591 |
Profit Factor | 1.2586 | 1.3696 | 1.0974 | 1.0322 | 1.0141 | 1.0599 |
Total Trades | 816 | 408 | 408 | 816 | 408 | 408 |
Winning Trades | 355 | 164 | 191 | 355 | 164 | 191 |
Losing Trades | 461 | 244 | 217 | 461 | 244 | 217 |
Profitability (%) | 43.5049 | 40.1961 | 46.8137 | 43.5049 | 40.1961 | 46.8137 |
Ratio Avg Win / Avg Loss | 1.6345 | 2.0378 | 1.2467 | 1.3403 | 1.5087 | 1.2042 |
Largest Winning Trade | 220899 | 220899 | 37916 | 486174 | 486174 | 201403 |
Largest Losing Trade | -35448 | -28625 | -35448 | -146708 | -145934 | -146708 |
Avg Bars in Trades | 12 | 16 | 7 | 12 | 16 | 7 |
Avg Bars in Winners | 15 | 22 | 9 | 15 | 22 | 9 |
Avg Bars in Losers | 9 | 12 | 6 | 9 | 12 | 6 |
Bars Traded | 9942 | 6713 | 3229 | 9942 | 6713 | 3229 |
Profit Streak | 8.3844 | 0 | 28.1344 | 8.3844 | 0 | 28.1344 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432071 | 278017 | -255187 | -298269 | -365653 | -280428 |
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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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