Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 194799.2313 | 189477.4152 | 5321.8162 | -55360.0397 | -4549.1374 | -50810.9023 |
Total P&L (%) | 194.7992 | 189.4774 | 5.3218 | -55.36 | -4.5491 | -50.8109 |
Avg Daily Profit (%) | 0.1567 | 0.1524 | 0.0043 | -0.0649 | -0.0037 | -0.0571 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191805 | -115169 | -111072 | -732117 | -579548 | -318666 |
Profit Factor | 1.1908 | 1.3731 | 1.0104 | 0.9784 | 0.9966 | 0.9586 |
Total Trades | 494 | 247 | 247 | 494 | 247 | 247 |
Winning Trades | 366 | 180 | 186 | 366 | 180 | 186 |
Losing Trades | 128 | 67 | 61 | 128 | 67 | 61 |
Profitability (%) | 74.0891 | 72.8745 | 75.3036 | 74.0891 | 72.8745 | 75.3036 |
Ratio Avg Win / Avg Loss | 0.4164 | 0.5111 | 0.3314 | 0.3422 | 0.371 | 0.3144 |
Largest Winning Trade | 93874 | 93874 | 12975 | 47342 | 47342 | 44299 |
Largest Losing Trade | -76013 | -41991 | -76013 | -232670 | -186334 | -232670 |
Avg Bars in Trades | 29 | 33 | 25 | 29 | 33 | 25 |
Avg Bars in Winners | 14 | 15 | 14 | 14 | 15 | 14 |
Avg Bars in Losers | 72 | 83 | 59 | 72 | 83 | 59 |
Bars Traded | 14644 | 8343 | 6301 | 14644 | 8343 | 6301 |
Profit Streak | 0 | 0 | 18.8946 | 0 | 0 | 18.8946 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 31348 | 352099 | -557850 | -574796 | -577075 | -574962 |
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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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