Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 668797.8545 | 633381.6889 | 35416.1656 | 105838.8457 | 122279.2251 | -16440.3794 |
Total P&L (%) | 668.7979 | 633.3817 | 35.4162 | 105.8388 | 122.2792 | -16.4404 |
Avg Daily Profit (%) | 0.3453 | 0.327 | 0.0183 | 0.0373 | 0.0412 | -0.0093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139284 | -88982 | -135192 | -458132 | -263616 | -271371 |
Profit Factor | 1.507 | 2.0104 | 1.0512 | 1.0391 | 1.1019 | 0.9891 |
Total Trades | 382 | 191 | 191 | 382 | 191 | 191 |
Winning Trades | 161 | 66 | 95 | 161 | 66 | 95 |
Losing Trades | 221 | 125 | 96 | 221 | 125 | 96 |
Profitability (%) | 42.1466 | 34.555 | 49.7382 | 42.1466 | 34.555 | 49.7382 |
Ratio Avg Win / Avg Loss | 2.0686 | 3.8077 | 1.0622 | 1.4263 | 2.087 | 0.9995 |
Largest Winning Trade | 393613 | 393613 | 52446 | 262732 | 262732 | 158342 |
Largest Losing Trade | -53070 | -38038 | -53070 | -160541 | -62784 | -160541 |
Avg Bars in Trades | 60 | 53 | 66 | 60 | 53 | 66 |
Avg Bars in Winners | 86 | 83 | 88 | 86 | 83 | 88 |
Avg Bars in Losers | 40 | 38 | 44 | 40 | 38 | 44 |
Bars Traded | 22978 | 10308 | 12670 | 22978 | 10308 | 12670 |
Profit Streak | 12.1629 | 0 | 17.5795 | 12.1629 | 0 | 17.5795 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406907 | 265740 | -333905 | -321068 | -250656 | -579368 |
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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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