Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 551182.2326 | 503336.1454 | 47846.0872 | 67532.8411 | -28703.2379 | 96236.079 |
Total P&L (%) | 551.1822 | 503.3361 | 47.8461 | 67.5328 | -28.7032 | 96.2361 |
Avg Daily Profit (%) | 0.2375 | 0.2169 | 0.0206 | 0.0222 | -0.0146 | 0.0291 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191801 | -126875 | -239830 | -1194101 | -686174 | -513149 |
Profit Factor | 1.2024 | 1.3804 | 1.0342 | 1.0138 | 0.9883 | 1.0392 |
Total Trades | 910 | 455 | 455 | 910 | 455 | 455 |
Winning Trades | 313 | 142 | 171 | 313 | 142 | 171 |
Losing Trades | 597 | 313 | 284 | 597 | 313 | 284 |
Profitability (%) | 34.3956 | 31.2088 | 37.5824 | 34.3956 | 31.2088 | 37.5824 |
Ratio Avg Win / Avg Loss | 2.2934 | 3.0426 | 1.7176 | 1.9336 | 2.1784 | 1.7259 |
Largest Winning Trade | 186225 | 186225 | 59570 | 258681 | 258681 | 229489 |
Largest Losing Trade | -26420 | -13372 | -26420 | -117110 | -117110 | -72922 |
Avg Bars in Trades | 15 | 15 | 14 | 15 | 15 | 14 |
Avg Bars in Winners | 27 | 31 | 24 | 27 | 31 | 24 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 13873 | 7236 | 6637 | 13873 | 7236 | 6637 |
Profit Streak | 6.82 | 8.1533 | 0 | 6.82 | 8.1533 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309781 | 192033 | -351395 | -367938 | -582534 | -333091 |
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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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