Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365518.0294 | 278120.4531 | 87397.5763 | 89304.1628 | 162293.6604 | -72989.4977 |
Total P&L (%) | 365.518 | 278.1205 | 87.3976 | 89.3042 | 162.2937 | -72.9895 |
Avg Daily Profit (%) | 0.2087 | 0.1588 | 0.0499 | 0.0364 | 0.0551 | -0.0747 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142598 | -91701 | -149170 | -827085 | -421969 | -594500 |
Profit Factor | 1.2255 | 1.3639 | 1.102 | 1.0176 | 1.0687 | 0.973 |
Total Trades | 652 | 326 | 326 | 652 | 326 | 326 |
Winning Trades | 296 | 143 | 153 | 296 | 143 | 153 |
Losing Trades | 356 | 183 | 173 | 356 | 183 | 173 |
Profitability (%) | 45.3988 | 43.865 | 46.9325 | 45.3988 | 43.865 | 46.9325 |
Ratio Avg Win / Avg Loss | 1.4739 | 1.7454 | 1.246 | 1.2239 | 1.3677 | 1.1002 |
Largest Winning Trade | 174782 | 174782 | 55298 | 361719 | 361719 | 154298 |
Largest Losing Trade | -28239 | -21381 | -28239 | -165890 | -111059 | -165890 |
Avg Bars in Trades | 31 | 26 | 36 | 31 | 26 | 36 |
Avg Bars in Winners | 45 | 34 | 55 | 45 | 34 | 55 |
Avg Bars in Losers | 20 | 21 | 20 | 20 | 21 | 20 |
Bars Traded | 20744 | 8729 | 12015 | 20744 | 8729 | 12015 |
Profit Streak | 15.1078 | 0 | 16.1078 | 15.1078 | 0 | 16.1078 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342924 | 284222 | -234083 | -343137 | -265267 | -578578 |
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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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