Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371906.4595 | 322506.4207 | 49400.0388 | 71975.0679 | 228288.764 | -156313.6961 |
Total P&L (%) | 371.9065 | 322.5064 | 49.4 | 71.9751 | 228.2888 | -156.3137 |
Avg Daily Profit (%) | 0.2299 | 0.1993 | 0.0305 | 0.0335 | 0.0735 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148004 | -149328 | -182298 | -354767 | -202880 | -387373 |
Profit Factor | 1.2239 | 1.4003 | 1.0578 | 1.0262 | 1.1766 | 0.8923 |
Total Trades | 643 | 322 | 321 | 643 | 322 | 321 |
Winning Trades | 309 | 148 | 161 | 309 | 148 | 161 |
Losing Trades | 334 | 174 | 160 | 334 | 174 | 160 |
Profitability (%) | 48.056 | 45.9627 | 50.1558 | 48.056 | 45.9627 | 50.1558 |
Ratio Avg Win / Avg Loss | 1.3229 | 1.6463 | 1.0512 | 1.1093 | 1.3833 | 0.8867 |
Largest Winning Trade | 193413 | 193413 | 32035 | 212626 | 212626 | 81354 |
Largest Losing Trade | -31264 | -31264 | -25239 | -73257 | -73257 | -72175 |
Avg Bars in Trades | 29 | 25 | 34 | 29 | 25 | 34 |
Avg Bars in Winners | 39 | 32 | 45 | 39 | 32 | 45 |
Avg Bars in Losers | 20 | 19 | 22 | 20 | 19 | 22 |
Bars Traded | 19165 | 8250 | 10915 | 19165 | 8250 | 10915 |
Profit Streak | 479.4276 | 479.4276 | 493.1776 | 479.4276 | 479.4276 | 493.1776 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408123 | 354365 | -307972 | -335947 | -120689 | -578280 |
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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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