Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 585113.1766 | 495513.937 | 89599.2396 | 320511.7352 | 436526.1745 | -116014.4393 |
Total P&L (%) | 585.1132 | 495.5139 | 89.5992 | 320.5117 | 436.5262 | -116.0144 |
Avg Daily Profit (%) | 0.3299 | 0.2794 | 0.0505 | 0.081 | 0.0948 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168847 | -144145 | -55183 | -3381900 | -2644618 | -1412301 |
Profit Factor | 1.406 | 1.587 | 1.1501 | 1.0205 | 1.0475 | 0.9819 |
Total Trades | 658 | 329 | 329 | 658 | 329 | 329 |
Winning Trades | 219 | 94 | 125 | 219 | 94 | 125 |
Losing Trades | 439 | 235 | 204 | 439 | 235 | 204 |
Profitability (%) | 33.2827 | 28.5714 | 37.9939 | 33.2827 | 28.5714 | 37.9939 |
Ratio Avg Win / Avg Loss | 2.8184 | 3.9676 | 1.8769 | 2.0458 | 2.6188 | 1.6025 |
Largest Winning Trade | 242162 | 242162 | 42326 | 1611367 | 1611367 | 418947 |
Largest Losing Trade | -26824 | -26824 | -17029 | -724958 | -724958 | -220777 |
Avg Bars in Trades | 31 | 47 | 15 | 31 | 47 | 15 |
Avg Bars in Winners | 62 | 110 | 26 | 62 | 110 | 26 |
Avg Bars in Losers | 16 | 22 | 9 | 16 | 22 | 9 |
Bars Traded | 20763 | 15553 | 5210 | 20763 | 15553 | 5210 |
Profit Streak | 21.9581 | 21.9581 | 23.2081 | 21.9581 | 21.9581 | 23.2081 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323027 | -1111 | -182472 | -283620 | -245983 | -580680 |
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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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