Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 690161.4936 | 546794.8323 | 143366.6613 | 786235.2819 | -716249.1792 | 1502484.4611 |
Total P&L (%) | 690.1615 | 546.7948 | 143.3667 | 786.2353 | -716.2492 | 1502.4845 |
Avg Daily Profit (%) | 0.2924 | 0.2316 | 0.0607 | 0.0925 | 0 | 0.1176 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132564 | -98423 | -154648 | -1805157 | -1576856 | -940780 |
Profit Factor | 1.5639 | 1.8881 | 1.2357 | 1.086 | 0.8534 | 1.353 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 102 | 39 | 63 | 102 | 39 | 63 |
Losing Trades | 153 | 88 | 65 | 153 | 88 | 65 |
Profitability (%) | 40 | 30.7087 | 49.2188 | 40 | 30.7087 | 49.2188 |
Ratio Avg Win / Avg Loss | 2.3459 | 4.2602 | 1.275 | 1.629 | 1.9255 | 1.396 |
Largest Winning Trade | 289322 | 289322 | 59063 | 963887 | 963887 | 642537 |
Largest Losing Trade | -33532 | -23663 | -33532 | -334158 | -334158 | -315443 |
Avg Bars in Trades | 36 | 34 | 39 | 36 | 34 | 39 |
Avg Bars in Winners | 58 | 63 | 55 | 58 | 63 | 55 |
Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
Bars Traded | 9392 | 4385 | 5007 | 9392 | 4385 | 5007 |
Profit Streak | 24.8792 | 37.6292 | 24.8792 | 24.8792 | 37.6292 | 24.8792 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363807 | 169847 | -112108 | -195417 | -585174 | -35166 |
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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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