Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 222606.0391 | 181612.3099 | 40993.7292 | -55350.8713 | 13372.3226 | -68723.1939 |
Total P&L (%) | 222.606 | 181.6123 | 40.9937 | -55.3509 | 13.3723 | -68.7232 |
Avg Daily Profit (%) | 0.2173 | 0.1773 | 0.04 | -0.0787 | 0.0123 | -0.1134 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148993 | -71694 | -142289 | -203858 | -94771 | -132036 |
Profit Factor | 1.1397 | 1.2732 | 1.0441 | 0.9452 | 1.0308 | 0.8806 |
Total Trades | 566 | 283 | 283 | 566 | 283 | 283 |
Winning Trades | 278 | 126 | 152 | 278 | 126 | 152 |
Losing Trades | 288 | 157 | 131 | 288 | 157 | 131 |
Profitability (%) | 49.1166 | 44.523 | 53.7102 | 49.1166 | 44.523 | 53.7102 |
Ratio Avg Win / Avg Loss | 1.1807 | 1.5864 | 0.8999 | 0.9792 | 1.2844 | 0.759 |
Largest Winning Trade | 182682 | 182682 | 33037 | 86341 | 86341 | 17447 |
Largest Losing Trade | -53376 | -17191 | -53376 | -59135 | -30536 | -59135 |
Avg Bars in Trades | 10 | 6 | 14 | 10 | 6 | 14 |
Avg Bars in Winners | 11 | 7 | 14 | 11 | 7 | 14 |
Avg Bars in Losers | 10 | 6 | 14 | 10 | 6 | 14 |
Bars Traded | 6121 | 1958 | 4163 | 6121 | 1958 | 4163 |
Profit Streak | 10.7042 | 10.7042 | 12.2042 | 10.7042 | 10.7042 | 12.2042 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -54585 | 326229 | -312049 | -576232 | -423382 | -577582 |
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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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