Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463248.9877 | 314750.4118 | 148498.5758 | 671203.0405 | 833178.244 | -161975.2035 |
Total P&L (%) | 463.249 | 314.7504 | 148.4986 | 671.203 | 833.1782 | -161.9752 |
Avg Daily Profit (%) | 0.2735 | 0.1858 | 0.0877 | 0.1207 | 0.1319 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110944 | -123396 | -72343 | -932870 | -360836 | -683091 |
Profit Factor | 1.41 | 1.6237 | 1.2376 | 1.2036 | 1.6195 | 0.917 |
Total Trades | 303 | 152 | 151 | 303 | 152 | 151 |
Winning Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Losing Trades | 158 | 80 | 78 | 158 | 80 | 78 |
Profitability (%) | 47.8548 | 47.3684 | 48.3444 | 47.8548 | 47.3684 | 48.3444 |
Ratio Avg Win / Avg Loss | 1.5365 | 1.8041 | 1.3223 | 1.3115 | 1.7994 | 0.9798 |
Largest Winning Trade | 73061 | 73061 | 43391 | 332266 | 332266 | 322030 |
Largest Losing Trade | -30558 | -30558 | -28198 | -233053 | -206458 | -233053 |
Avg Bars in Trades | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Winners | 27 | 26 | 28 | 27 | 26 | 28 |
Avg Bars in Losers | 17 | 18 | 16 | 17 | 18 | 16 |
Bars Traded | 6731 | 3382 | 3349 | 6731 | 3382 | 3349 |
Profit Streak | 21.7636 | 37.7636 | 21.7636 | 21.7636 | 37.7636 | 21.7636 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454014 | 414071 | -75803 | -29516 | -12488 | -580358 |
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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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