Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378229.8806 | 329572.3308 | 48657.5498 | 144546.9086 | 269521.814 | -124974.9054 |
Total P&L (%) | 378.2299 | 329.5723 | 48.6576 | 144.5469 | 269.5218 | -124.9749 |
Avg Daily Profit (%) | 0.3064 | 0.267 | 0.0394 | 0.0725 | 0.1059 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212801 | -106768 | -152691 | -353288 | -187580 | -270987 |
Profit Factor | 1.2006 | 1.3495 | 1.0516 | 1.0624 | 1.2334 | 0.8925 |
Total Trades | 768 | 384 | 384 | 768 | 384 | 384 |
Winning Trades | 265 | 134 | 131 | 265 | 134 | 131 |
Losing Trades | 503 | 250 | 253 | 503 | 250 | 253 |
Profitability (%) | 34.5052 | 34.8958 | 34.1146 | 34.5052 | 34.8958 | 34.1146 |
Ratio Avg Win / Avg Loss | 2.2789 | 2.5176 | 2.031 | 2.0165 | 2.3012 | 1.7237 |
Largest Winning Trade | 135220 | 135220 | 37613 | 130885 | 130885 | 47741 |
Largest Losing Trade | -29146 | -29146 | -17794 | -40153 | -34313 | -40153 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Losers | 5 | 5 | 4 | 5 | 5 | 4 |
Bars Traded | 7340 | 3736 | 3604 | 7340 | 3736 | 3604 |
Profit Streak | 17.2099 | 17.8766 | 17.2099 | 17.2099 | 17.8766 | 17.2099 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320844 | 238079 | -307696 | -247177 | -53833 | -581380 |
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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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