Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426826.7242 | 405765.6694 | 21061.0548 | -139228.8386 | 32191.3194 | -171420.158 |
Total P&L (%) | 426.8267 | 405.7657 | 21.0611 | -139.2288 | 32.1913 | -171.4202 |
Avg Daily Profit (%) | 0.2263 | 0.2151 | 0.0112 | 0 | 0.0148 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -259386 | -190066 | -198605 | -192510 | -62671 | -180709 |
Profit Factor | 1.1974 | 1.4241 | 1.0175 | 0.8091 | 1.1149 | 0.6184 |
Total Trades | 572 | 286 | 286 | 572 | 286 | 286 |
Winning Trades | 342 | 172 | 170 | 243 | 127 | 116 |
Losing Trades | 230 | 114 | 116 | 329 | 159 | 170 |
Profitability (%) | 59.7902 | 60.1399 | 59.4406 | 42.4825 | 44.4056 | 40.5594 |
Ratio Avg Win / Avg Loss | 0.8052 | 0.9439 | 0.6943 | 1.0954 | 1.3959 | 0.9063 |
Largest Winning Trade | 55137 | 55137 | 38989 | 34020 | 24932 | 34020 |
Largest Losing Trade | -109638 | -36340 | -109638 | -73233 | -21702 | -73233 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 8 | 7 | 8 | 11 | 11 | 11 |
Avg Bars in Losers | 12 | 12 | 12 | 8 | 8 | 8 |
Bars Traded | 5584 | 2766 | 2818 | 5584 | 2766 | 2818 |
Profit Streak | 3.8302 | 3.8302 | 6.4969 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 265220 | 326919 | -383951 | -578768 | -271046 | -583231 |
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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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