Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 319479.7557 | 280214.2162 | 39265.5395 | 53371.1955 | 142949.8337 | -89578.6382 |
Total P&L (%) | 319.4798 | 280.2142 | 39.2655 | 53.3712 | 142.9498 | -89.5786 |
Avg Daily Profit (%) | 0.2588 | 0.227 | 0.0318 | 0.0347 | 0.0719 | -0.183 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139410 | -68476 | -142158 | -149872 | -72333 | -172067 |
Profit Factor | 1.2972 | 1.6147 | 1.0634 | 1.0702 | 1.4865 | 0.808 |
Total Trades | 397 | 198 | 199 | 397 | 198 | 199 |
Winning Trades | 216 | 105 | 111 | 216 | 105 | 111 |
Losing Trades | 181 | 93 | 88 | 181 | 93 | 88 |
Profitability (%) | 54.4081 | 53.0303 | 55.7789 | 54.4081 | 53.0303 | 55.7789 |
Ratio Avg Win / Avg Loss | 1.087 | 1.4301 | 0.8431 | 0.8968 | 1.3166 | 0.6405 |
Largest Winning Trade | 34602 | 34602 | 20373 | 40562 | 40562 | 23194 |
Largest Losing Trade | -82920 | -32620 | -82920 | -86983 | -36873 | -86983 |
Avg Bars in Trades | 36 | 41 | 30 | 36 | 41 | 30 |
Avg Bars in Winners | 32 | 36 | 27 | 32 | 36 | 27 |
Avg Bars in Losers | 40 | 47 | 33 | 40 | 47 | 33 |
Bars Traded | 14330 | 8279 | 6051 | 14330 | 8279 | 6051 |
Profit Streak | 5.7129 | 0 | 35.4629 | 5.7129 | 0 | 35.4629 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415434 | 384173 | -302334 | -289327 | -94779 | -578007 |
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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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