Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399302.6973 | 269667.1361 | 129635.5611 | 101388.5206 | -257164.1938 | 358552.7144 |
Total P&L (%) | 399.3027 | 269.6671 | 129.6356 | 101.3885 | -257.1642 | 358.5527 |
Avg Daily Profit (%) | 0.2099 | 0.1417 | 0.0681 | 0.0368 | 0 | 0.0801 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173212 | -140901 | -97133 | -1880880 | -1127230 | -1163200 |
Profit Factor | 1.2136 | 1.2778 | 1.1443 | 1.01 | 0.9518 | 1.0739 |
Total Trades | 509 | 255 | 254 | 509 | 255 | 254 |
Winning Trades | 319 | 161 | 158 | 319 | 161 | 158 |
Losing Trades | 190 | 94 | 96 | 190 | 94 | 96 |
Profitability (%) | 62.6719 | 63.1373 | 62.2047 | 62.6719 | 63.1373 | 62.2047 |
Ratio Avg Win / Avg Loss | 0.7229 | 0.746 | 0.6953 | 0.6015 | 0.5557 | 0.6525 |
Largest Winning Trade | 28559 | 28559 | 24821 | 348749 | 348749 | 323492 |
Largest Losing Trade | -60904 | -37572 | -60904 | -1010045 | -355860 | -1010045 |
Avg Bars in Trades | 44 | 49 | 39 | 44 | 49 | 39 |
Avg Bars in Winners | 30 | 28 | 31 | 30 | 28 | 31 |
Avg Bars in Losers | 68 | 85 | 51 | 68 | 85 | 51 |
Bars Traded | 22624 | 12687 | 9937 | 22624 | 12687 | 9937 |
Profit Streak | 4.9648 | 4.9648 | 30.5481 | 4.9648 | 4.9648 | 30.5481 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397763 | -2384 | -161593 | -349531 | -577612 | -223096 |
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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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