Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360439.3562 | 238907.7329 | 121531.6233 | 14741.4914 | -9559.0614 | 24300.5528 |
Total P&L (%) | 360.4394 | 238.9077 | 121.5316 | 14.7415 | -9.5591 | 24.3006 |
Avg Daily Profit (%) | 0.1872 | 0.1241 | 0.0631 | 0.0071 | -0.0052 | 0.0113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115511 | -92908 | -126329 | -211473 | -198421 | -212238 |
Profit Factor | 1.2348 | 1.3224 | 1.153 | 1.0081 | 0.9896 | 1.0273 |
Total Trades | 421 | 211 | 210 | 421 | 211 | 210 |
Winning Trades | 263 | 126 | 137 | 263 | 126 | 137 |
Losing Trades | 158 | 85 | 73 | 158 | 85 | 73 |
Profitability (%) | 62.4703 | 59.7156 | 65.2381 | 62.4703 | 59.7156 | 65.2381 |
Ratio Avg Win / Avg Loss | 0.7418 | 0.8921 | 0.6144 | 0.6056 | 0.6676 | 0.5474 |
Largest Winning Trade | 56608 | 56608 | 27401 | 49013 | 49013 | 38597 |
Largest Losing Trade | -70393 | -31980 | -70393 | -78310 | -78310 | -74431 |
Avg Bars in Trades | 9 | 8 | 9 | 9 | 8 | 9 |
Avg Bars in Winners | 6 | 5 | 7 | 6 | 5 | 7 |
Avg Bars in Losers | 13 | 13 | 12 | 13 | 13 | 12 |
Bars Traded | 3829 | 1860 | 1968 | 3829 | 1860 | 1968 |
Profit Streak | 10.6877 | 10.6877 | 52.1877 | 10.6877 | 10.6877 | 52.1877 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385974 | -26083 | -158269 | -409603 | -578044 | -369622 |
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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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