Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 473863.4811 | 403796.6359 | 70066.8452 | 433219.4906 | -443563.9706 | 876783.4611 |
Total P&L (%) | 473.8635 | 403.7966 | 70.0668 | 433.2195 | -443.564 | 876.7835 |
Avg Daily Profit (%) | 0.2548 | 0.2172 | 0.0377 | 0.0901 | 0 | 0.1226 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197695 | -116906 | -112552 | -4353744 | -2722056 | -2370994 |
Profit Factor | 1.2952 | 1.5294 | 1.0831 | 1.018 | 0.9629 | 1.072 |
Total Trades | 518 | 259 | 259 | 518 | 259 | 259 |
Winning Trades | 218 | 111 | 107 | 218 | 111 | 107 |
Losing Trades | 300 | 148 | 152 | 300 | 148 | 152 |
Profitability (%) | 42.0849 | 42.8571 | 41.3127 | 42.0849 | 42.8571 | 41.3127 |
Ratio Avg Win / Avg Loss | 1.7823 | 2.0392 | 1.5387 | 1.4009 | 1.2838 | 1.5228 |
Largest Winning Trade | 132368 | 132368 | 39333 | 962317 | 962317 | 837744 |
Largest Losing Trade | -28883 | -28883 | -28646 | -723214 | -723214 | -655052 |
Avg Bars in Trades | 42 | 43 | 41 | 42 | 43 | 41 |
Avg Bars in Winners | 54 | 53 | 55 | 54 | 53 | 55 |
Avg Bars in Losers | 34 | 36 | 31 | 34 | 36 | 31 |
Bars Traded | 22112 | 11393 | 10719 | 22112 | 11393 | 10719 |
Profit Streak | 9.7895 | 14.7062 | 0 | 9.7895 | 14.7062 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343737 | 340547 | -273099 | -273212 | -580016 | -171660 |
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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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