Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 510444.4564 | 364090.1609 | 146354.2955 | 40600.5486 | 689168.7281 | -648568.1795 |
Total P&L (%) | 510.4445 | 364.0902 | 146.3543 | 40.6005 | 689.1687 | -648.5682 |
Avg Daily Profit (%) | 0.268 | 0.1912 | 0.0769 | 0.0179 | 0.1085 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190377 | -121558 | -185757 | -1210450 | -336149 | -1154434 |
Profit Factor | 1.2823 | 1.4257 | 1.1536 | 1.0078 | 1.312 | 0.7813 |
Total Trades | 413 | 207 | 206 | 413 | 207 | 206 |
Winning Trades | 194 | 94 | 100 | 194 | 94 | 100 |
Losing Trades | 219 | 113 | 106 | 219 | 113 | 106 |
Profitability (%) | 46.9734 | 45.4106 | 48.5437 | 46.9734 | 45.4106 | 48.5437 |
Ratio Avg Win / Avg Loss | 1.4475 | 1.7139 | 1.2228 | 1.1377 | 1.5772 | 0.8282 |
Largest Winning Trade | 204456 | 204456 | 36706 | 457813 | 457813 | 169080 |
Largest Losing Trade | -60088 | -60088 | -48574 | -306701 | -185175 | -306701 |
Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Winners | 16 | 14 | 19 | 16 | 14 | 19 |
Avg Bars in Losers | 10 | 11 | 10 | 10 | 11 | 10 |
Bars Traded | 5646 | 2601 | 3045 | 5646 | 2601 | 3045 |
Profit Streak | 5.1406 | 6.1406 | 0 | 5.1406 | 6.1406 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380469 | 332117 | -141718 | -381036 | -46687 | -580543 |
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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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