Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390438.8043 | 453999.7935 | -63560.9891 | -79772.543 | -11853.8896 | -67918.6534 |
Total P&L (%) | 390.4388 | 453.9998 | -63.561 | -79.7725 | -11.8539 | -67.9187 |
Avg Daily Profit (%) | 0.1657 | 0.1927 | -0.027 | -0.0678 | -0.0054 | -0.0482 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188566 | -100087 | -264014 | -108929 | -40892 | -84771 |
Profit Factor | 1.2762 | 1.6684 | 0.9134 | 0.7846 | 0.9337 | 0.6456 |
Total Trades | 393 | 197 | 196 | 393 | 197 | 196 |
Winning Trades | 186 | 91 | 95 | 186 | 91 | 95 |
Losing Trades | 207 | 106 | 101 | 207 | 106 | 101 |
Profitability (%) | 47.3282 | 46.1929 | 48.4694 | 47.3282 | 46.1929 | 48.4694 |
Ratio Avg Win / Avg Loss | 1.4203 | 1.9434 | 0.9711 | 0.8732 | 1.0876 | 0.6864 |
Largest Winning Trade | 213524 | 213524 | 63422 | 20352 | 20352 | 11697 |
Largest Losing Trade | -65333 | -45925 | -65333 | -30374 | -30374 | -28586 |
Avg Bars in Trades | 17 | 17 | 16 | 17 | 17 | 16 |
Avg Bars in Winners | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Losers | 15 | 16 | 14 | 15 | 16 | 14 |
Bars Traded | 6686 | 3404 | 3282 | 6686 | 3404 | 3282 |
Profit Streak | 3.0122 | 3.3455 | 0 | 3.0122 | 3.3455 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 267230 | 330112 | -580624 | -580621 | -580660 | -580624 |
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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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