Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435065.0873 | 324898.3947 | 110166.6926 | 66350.1102 | 166915.7583 | -100565.6481 |
Total P&L (%) | 435.0651 | 324.8984 | 110.1667 | 66.3501 | 166.9158 | -100.5656 |
Avg Daily Profit (%) | 0.2267 | 0.1693 | 0.0574 | 0.0265 | 0.0512 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198965 | -112486 | -145592 | -314734 | -138286 | -295525 |
Profit Factor | 1.2199 | 1.3186 | 1.1149 | 1.0335 | 1.1736 | 0.9016 |
Total Trades | 485 | 242 | 243 | 485 | 242 | 243 |
Winning Trades | 242 | 117 | 125 | 242 | 117 | 125 |
Losing Trades | 243 | 125 | 118 | 243 | 125 | 118 |
Profitability (%) | 49.8969 | 48.3471 | 51.4403 | 49.8969 | 48.3471 | 51.4403 |
Ratio Avg Win / Avg Loss | 1.225 | 1.4088 | 1.0525 | 1.0377 | 1.2538 | 0.8511 |
Largest Winning Trade | 84862 | 84862 | 42902 | 65644 | 65644 | 45448 |
Largest Losing Trade | -50194 | -38798 | -50194 | -121245 | -75914 | -121245 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 7407 | 3695 | 3712 | 7407 | 3695 | 3712 |
Profit Streak | 25.4972 | 36.9972 | 25.4972 | 25.4972 | 36.9972 | 25.4972 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424728 | 338659 | -207705 | -337056 | -152332 | -578133 |
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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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