Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501096.7524 | 454752.6861 | 46344.0663 | 233013.8485 | 235246.8907 | -2233.0421 |
Total P&L (%) | 501.0968 | 454.7527 | 46.3441 | 233.0138 | 235.2469 | -2.233 |
Avg Daily Profit (%) | 0.2691 | 0.2442 | 0.0249 | 0.0646 | 0.065 | -0.0012 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189317 | -202714 | -71541 | -390548 | -304701 | -167041 |
Profit Factor | 1.5269 | 2.1616 | 1.0828 | 1.159 | 1.38 | 0.9974 |
Total Trades | 329 | 164 | 165 | 329 | 164 | 165 |
Winning Trades | 125 | 54 | 71 | 125 | 54 | 71 |
Losing Trades | 204 | 110 | 94 | 204 | 110 | 94 |
Profitability (%) | 37.9939 | 32.9268 | 43.0303 | 37.9939 | 32.9268 | 43.0303 |
Ratio Avg Win / Avg Loss | 2.4919 | 4.4033 | 1.4336 | 1.8915 | 2.8112 | 1.3205 |
Largest Winning Trade | 276208 | 276208 | 69620 | 175062 | 175062 | 117813 |
Largest Losing Trade | -28595 | -14079 | -28595 | -61025 | -38265 | -61025 |
Avg Bars in Trades | 33 | 35 | 31 | 33 | 35 | 31 |
Avg Bars in Winners | 62 | 81 | 48 | 62 | 81 | 48 |
Avg Bars in Losers | 15 | 12 | 18 | 15 | 12 | 18 |
Bars Traded | 10944 | 5817 | 5127 | 10944 | 5817 | 5127 |
Profit Streak | 13.8527 | 0 | 22.8527 | 13.8527 | 0 | 22.8527 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318951 | 207910 | -292055 | -153470 | -110806 | -580473 |
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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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