Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307704.698 | 137922.6877 | 169782.0103 | 446161.8578 | -160543.0754 | 606704.9332 |
Total P&L (%) | 307.7047 | 137.9227 | 169.782 | 446.1619 | -160.5431 | 606.7049 |
Avg Daily Profit (%) | 0.2753 | 0.1234 | 0.1519 | 0.152 | 0 | 0.1751 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126285 | -93140 | -56699 | -1525102 | -1279746 | -597822 |
Profit Factor | 1.2933 | 1.2398 | 1.3581 | 1.0645 | 0.9573 | 1.1921 |
Total Trades | 566 | 283 | 283 | 566 | 283 | 283 |
Winning Trades | 275 | 128 | 147 | 275 | 128 | 147 |
Losing Trades | 291 | 155 | 136 | 291 | 155 | 136 |
Profitability (%) | 48.5866 | 45.2297 | 51.9435 | 48.5866 | 45.2297 | 51.9435 |
Ratio Avg Win / Avg Loss | 1.3685 | 1.5014 | 1.2565 | 1.1264 | 1.1592 | 1.1029 |
Largest Winning Trade | 86476 | 86476 | 24160 | 378885 | 300425 | 378885 |
Largest Losing Trade | -20056 | -19649 | -20056 | -302851 | -302851 | -266356 |
Avg Bars in Trades | 23 | 25 | 21 | 23 | 25 | 21 |
Avg Bars in Winners | 25 | 30 | 21 | 25 | 30 | 21 |
Avg Bars in Losers | 21 | 20 | 22 | 21 | 20 | 22 |
Bars Traded | 13279 | 7086 | 6193 | 13279 | 7086 | 6193 |
Profit Streak | 10.3693 | 0 | 13.036 | 10.3693 | 0 | 13.036 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419319 | -28095 | 349616 | -139035 | -579763 | 25678 |
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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) |
---|