Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 579508.1219 | 544071.2316 | 35436.8903 | 27080.2456 | 309101.4682 | -282021.2226 |
Total P&L (%) | 579.5081 | 544.0712 | 35.4369 | 27.0802 | 309.1015 | -282.0212 |
Avg Daily Profit (%) | 0.2429 | 0.2281 | 0.0149 | 0.01 | 0.0591 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145267 | -120090 | -222791 | -558674 | -384021 | -486986 |
Profit Factor | 1.306 | 1.5585 | 1.0385 | 1.0086 | 1.1876 | 0.8142 |
Total Trades | 512 | 256 | 256 | 512 | 256 | 256 |
Winning Trades | 192 | 85 | 107 | 192 | 85 | 107 |
Losing Trades | 320 | 171 | 149 | 320 | 171 | 149 |
Profitability (%) | 37.5 | 33.2031 | 41.7969 | 37.5 | 33.2031 | 41.7969 |
Ratio Avg Win / Avg Loss | 2.1767 | 3.1354 | 1.4462 | 1.6809 | 2.3892 | 1.1338 |
Largest Winning Trade | 218382 | 218382 | 63710 | 388055 | 388055 | 91738 |
Largest Losing Trade | -30460 | -24933 | -30460 | -145636 | -145636 | -83081 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 31 | 34 | 28 | 31 | 34 | 28 |
Avg Bars in Losers | 10 | 10 | 11 | 10 | 10 | 11 |
Bars Traded | 9431 | 4705 | 4726 | 9431 | 4705 | 4726 |
Profit Streak | 13.0616 | 0 | 15.8116 | 13.0616 | 0 | 15.8116 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300102 | 200947 | -355320 | -394087 | -132545 | -580660 |
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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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