Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384844.9208 | 349383.2137 | 35461.707 | 43969.1143 | 469515.3295 | -425546.2152 |
Total P&L (%) | 384.8449 | 349.3832 | 35.4617 | 43.9691 | 469.5153 | -425.5462 |
Avg Daily Profit (%) | 0.1847 | 0.1677 | 0.017 | 0.0175 | 0.0835 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128659 | -119933 | -106559 | -957450 | -499045 | -626765 |
Profit Factor | 1.2141 | 1.3977 | 1.0386 | 1.0084 | 1.1855 | 0.8434 |
Total Trades | 566 | 283 | 283 | 566 | 283 | 283 |
Winning Trades | 253 | 129 | 124 | 253 | 129 | 124 |
Losing Trades | 313 | 154 | 159 | 313 | 154 | 159 |
Profitability (%) | 44.6996 | 45.583 | 43.8163 | 44.6996 | 45.583 | 43.8163 |
Ratio Avg Win / Avg Loss | 1.502 | 1.6686 | 1.3317 | 1.2475 | 1.4152 | 1.0815 |
Largest Winning Trade | 172757 | 172757 | 50999 | 599281 | 599281 | 123768 |
Largest Losing Trade | -28441 | -28441 | -28233 | -176088 | -145182 | -176088 |
Avg Bars in Trades | 43 | 48 | 39 | 43 | 48 | 39 |
Avg Bars in Winners | 57 | 58 | 56 | 57 | 58 | 56 |
Avg Bars in Losers | 32 | 39 | 26 | 32 | 39 | 26 |
Bars Traded | 24800 | 13589 | 11211 | 24800 | 13589 | 11211 |
Profit Streak | 8.4576 | 0 | 35.2076 | 8.4576 | 0 | 35.2076 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350201 | 300387 | -351321 | -381096 | -98725 | -579599 |
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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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