Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341808.4916 | 180030.6212 | 161777.8704 | 370391.1858 | -13245.8187 | 383637.0045 |
Total P&L (%) | 341.8085 | 180.0306 | 161.7779 | 370.3912 | -13.2458 | 383.637 |
Avg Daily Profit (%) | 0.3057 | 0.161 | 0.1447 | 0.1386 | -0.0127 | 0.1411 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86126 | -73035 | -40449 | -421781 | -405635 | -246054 |
Profit Factor | 1.4033 | 1.3787 | 1.4347 | 1.118 | 0.9925 | 1.2773 |
Total Trades | 451 | 225 | 226 | 451 | 225 | 226 |
Winning Trades | 222 | 99 | 123 | 222 | 99 | 123 |
Losing Trades | 229 | 126 | 103 | 229 | 126 | 103 |
Profitability (%) | 49.2239 | 44 | 54.4248 | 49.2239 | 44 | 54.4248 |
Ratio Avg Win / Avg Loss | 1.4476 | 1.7548 | 1.2014 | 1.1532 | 1.2631 | 1.0696 |
Largest Winning Trade | 210225 | 210225 | 30516 | 235852 | 235852 | 122804 |
Largest Losing Trade | -21579 | -21579 | -19384 | -134668 | -134668 | -108895 |
Avg Bars in Trades | 28 | 27 | 30 | 28 | 27 | 30 |
Avg Bars in Winners | 33 | 29 | 36 | 33 | 29 | 36 |
Avg Bars in Losers | 24 | 24 | 24 | 24 | 24 | 24 |
Bars Traded | 13074 | 6078 | 6996 | 13074 | 6078 | 6996 |
Profit Streak | 11.1554 | 0 | 11.9054 | 11.1554 | 0 | 11.9054 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439612 | 271102 | 103099 | -95782 | -580544 | -2929 |
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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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