Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334367.0104 | 332460.455 | 1906.5554 | -33981.8935 | 76467.3431 | -110449.2365 |
Total P&L (%) | 334.367 | 332.4605 | 1.9066 | -33.9819 | 76.4673 | -110.4492 |
Avg Daily Profit (%) | 0.2067 | 0.2055 | 0.0012 | -0.0257 | 0.0351 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -246098 | -184285 | -154688 | -510116 | -315385 | -410637 |
Profit Factor | 1.2114 | 1.4497 | 1.0023 | 0.9886 | 1.0549 | 0.9299 |
Total Trades | 444 | 222 | 222 | 444 | 222 | 222 |
Winning Trades | 193 | 87 | 106 | 193 | 87 | 106 |
Losing Trades | 251 | 135 | 116 | 251 | 135 | 116 |
Profitability (%) | 43.4685 | 39.1892 | 47.7477 | 43.4685 | 39.1892 | 47.7477 |
Ratio Avg Win / Avg Loss | 1.5754 | 2.2496 | 1.0968 | 1.2856 | 1.637 | 1.0177 |
Largest Winning Trade | 233845 | 233845 | 36508 | 168484 | 168484 | 92184 |
Largest Losing Trade | -38923 | -24754 | -38923 | -87973 | -87973 | -83862 |
Avg Bars in Trades | 43 | 40 | 46 | 43 | 40 | 46 |
Avg Bars in Winners | 58 | 56 | 59 | 58 | 56 | 59 |
Avg Bars in Losers | 31 | 30 | 34 | 31 | 30 | 34 |
Bars Traded | 19228 | 8963 | 10265 | 19228 | 8963 | 10265 |
Profit Streak | 475.5653 | 475.5653 | 490.3986 | 475.5653 | 475.5653 | 490.3986 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340790 | 257067 | -573985 | -577976 | -307613 | -578044 |
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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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