Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 467809.4224 | 329906.3819 | 137903.0406 | 81367.5355 | 1413874.8494 | -1332507.3139 |
Total P&L (%) | 467.8094 | 329.9064 | 137.903 | 81.3675 | 1413.8748 | -1332.5073 |
Avg Daily Profit (%) | 0.2246 | 0.1584 | 0.0662 | 0.0286 | 0.1305 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -240181 | -165141 | -132502 | -3500203 | -2363936 | -1887643 |
Profit Factor | 1.2329 | 1.331 | 1.1363 | 1.0044 | 1.1572 | 0.8567 |
Total Trades | 562 | 281 | 281 | 562 | 281 | 281 |
Winning Trades | 356 | 179 | 177 | 356 | 179 | 177 |
Losing Trades | 206 | 102 | 104 | 206 | 102 | 104 |
Profitability (%) | 63.3452 | 63.7011 | 62.9893 | 63.3452 | 63.7011 | 62.9893 |
Ratio Avg Win / Avg Loss | 0.7134 | 0.7585 | 0.6676 | 0.5812 | 0.6594 | 0.5033 |
Largest Winning Trade | 66721 | 66721 | 48809 | 644261 | 644261 | 443468 |
Largest Losing Trade | -57126 | -48368 | -57126 | -1559984 | -1559984 | -859418 |
Avg Bars in Trades | 44 | 47 | 40 | 44 | 47 | 40 |
Avg Bars in Winners | 29 | 29 | 29 | 29 | 29 | 29 |
Avg Bars in Losers | 69 | 79 | 59 | 69 | 79 | 59 |
Bars Traded | 24796 | 13319 | 11477 | 24796 | 13319 | 11477 |
Profit Streak | 13.1985 | 13.1985 | 92.7818 | 13.1985 | 13.1985 | 92.7818 |
Trades During Streak | 7 | 3 | 13 | 7 | 3 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438095 | 362337 | -172556 | -365663 | -63480 | -576501 |
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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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