Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516714.5374 | 341483.6998 | 175230.8375 | 1233623.1728 | 1834314.2117 | -600691.039 |
Total P&L (%) | 516.7145 | 341.4837 | 175.2308 | 1233.6232 | 1834.3142 | -600.691 |
Avg Daily Profit (%) | 0.3053 | 0.2018 | 0.1035 | 0.1532 | 0.1752 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125010 | -100347 | -86330 | -2700247 | -797315 | -2221103 |
Profit Factor | 1.2787 | 1.4097 | 1.1717 | 1.0822 | 1.2754 | 0.9281 |
Total Trades | 815 | 407 | 408 | 815 | 407 | 408 |
Winning Trades | 392 | 183 | 209 | 392 | 183 | 209 |
Losing Trades | 423 | 224 | 199 | 423 | 224 | 199 |
Profitability (%) | 48.0982 | 44.9631 | 51.2255 | 48.0982 | 44.9631 | 51.2255 |
Ratio Avg Win / Avg Loss | 1.3798 | 1.7256 | 1.1156 | 1.1677 | 1.5612 | 0.8837 |
Largest Winning Trade | 53955 | 53955 | 43047 | 717544 | 717544 | 683212 |
Largest Losing Trade | -36772 | -18173 | -36772 | -714678 | -438403 | -714678 |
Avg Bars in Trades | 24 | 23 | 26 | 24 | 23 | 26 |
Avg Bars in Winners | 27 | 27 | 27 | 27 | 27 | 27 |
Avg Bars in Losers | 22 | 20 | 25 | 22 | 20 | 25 |
Bars Traded | 20199 | 9513 | 10686 | 20199 | 9513 | 10686 |
Profit Streak | 5.3069 | 13.0569 | 5.3069 | 5.3069 | 13.0569 | 5.3069 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 499183 | 360021 | -83704 | -117542 | 337290 | -578053 |
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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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