Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289721.4988 | 279362.7746 | 10358.7241 | -17474.1852 | 107834.2555 | -125308.4407 |
Total P&L (%) | 289.7215 | 279.3628 | 10.3587 | -17.4742 | 107.8343 | -125.3084 |
Avg Daily Profit (%) | 0.2326 | 0.2243 | 0.0083 | -0.0154 | 0.0588 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118346 | -69457 | -137108 | -150954 | -40429 | -172015 |
Profit Factor | 1.2448 | 1.5219 | 1.016 | 0.9699 | 1.4738 | 0.645 |
Total Trades | 436 | 218 | 218 | 436 | 218 | 218 |
Winning Trades | 237 | 114 | 123 | 237 | 114 | 123 |
Losing Trades | 199 | 104 | 95 | 199 | 104 | 95 |
Profitability (%) | 54.3578 | 52.2936 | 56.422 | 54.3578 | 52.2936 | 56.422 |
Ratio Avg Win / Avg Loss | 1.0452 | 1.3884 | 0.7847 | 0.8144 | 1.3445 | 0.4982 |
Largest Winning Trade | 34602 | 34602 | 20373 | 40978 | 40978 | 11128 |
Largest Losing Trade | -85050 | -34898 | -85050 | -90132 | -34393 | -90132 |
Avg Bars in Trades | 33 | 38 | 28 | 33 | 38 | 28 |
Avg Bars in Winners | 29 | 34 | 25 | 29 | 34 | 25 |
Avg Bars in Losers | 37 | 41 | 32 | 37 | 41 | 32 |
Bars Traded | 14484 | 8299 | 6185 | 14484 | 8299 | 6185 |
Profit Streak | 15.0098 | 15.0098 | 44.7598 | 15.0098 | 15.0098 | 44.7598 |
Trades During Streak | 6 | 3 | 7 | 6 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436039 | 419050 | -537652 | -576312 | -110953 | -577483 |
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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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