Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524307.0945 | 461244.9514 | 63062.1431 | 268172.7544 | 629264.5127 | -361091.7583 |
Total P&L (%) | 524.3071 | 461.245 | 63.0621 | 268.1728 | 629.2645 | -361.0918 |
Avg Daily Profit (%) | 0.2831 | 0.2491 | 0.0341 | 0.0704 | 0.1074 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127554 | -100562 | -116293 | -1746952 | -1141608 | -1085871 |
Profit Factor | 1.3305 | 1.6094 | 1.076 | 1.0249 | 1.1178 | 0.9337 |
Total Trades | 488 | 244 | 244 | 488 | 244 | 244 |
Winning Trades | 197 | 96 | 101 | 197 | 96 | 101 |
Losing Trades | 291 | 148 | 143 | 291 | 148 | 143 |
Profitability (%) | 40.3689 | 39.3443 | 41.3934 | 40.3689 | 39.3443 | 41.3934 |
Ratio Avg Win / Avg Loss | 1.9654 | 2.4812 | 1.5235 | 1.5139 | 1.7233 | 1.322 |
Largest Winning Trade | 282238 | 282238 | 34250 | 495614 | 495614 | 237792 |
Largest Losing Trade | -32311 | -21208 | -32311 | -330321 | -330321 | -258506 |
Avg Bars in Trades | 45 | 42 | 48 | 45 | 42 | 48 |
Avg Bars in Winners | 65 | 59 | 71 | 65 | 59 | 71 |
Avg Bars in Losers | 31 | 31 | 32 | 31 | 31 | 32 |
Bars Traded | 22116 | 10297 | 11819 | 22116 | 10297 | 11819 |
Profit Streak | 6.7161 | 0 | 7.9661 | 6.7161 | 0 | 7.9661 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346391 | 275914 | -285591 | -291517 | -142530 | -581062 |
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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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