Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 445697.6812 | 367258.9139 | 78438.7673 | 225843.7843 | 773678.9014 | -547835.1171 |
Total P&L (%) | 445.6977 | 367.2589 | 78.4388 | 225.8438 | 773.6789 | -547.8351 |
Avg Daily Profit (%) | 0.2755 | 0.227 | 0.0485 | 0.073 | 0.1341 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140007 | -190401 | -134600 | -2671733 | -1565176 | -2192134 |
Profit Factor | 1.3097 | 1.4917 | 1.1133 | 1.0179 | 1.1198 | 0.9106 |
Total Trades | 636 | 318 | 318 | 636 | 318 | 318 |
Winning Trades | 297 | 152 | 145 | 297 | 152 | 145 |
Losing Trades | 339 | 166 | 173 | 339 | 166 | 173 |
Profitability (%) | 46.6981 | 47.7987 | 45.5975 | 46.6981 | 47.7987 | 45.5975 |
Ratio Avg Win / Avg Loss | 1.495 | 1.6291 | 1.3283 | 1.1619 | 1.2229 | 1.0865 |
Largest Winning Trade | 153438 | 153438 | 40567 | 1003141 | 1003141 | 453799 |
Largest Losing Trade | -39737 | -38912 | -39737 | -904014 | -467048 | -904014 |
Avg Bars in Trades | 29 | 30 | 29 | 29 | 30 | 29 |
Avg Bars in Winners | 37 | 38 | 37 | 37 | 38 | 37 |
Avg Bars in Losers | 23 | 22 | 23 | 23 | 22 | 23 |
Bars Traded | 19072 | 9677 | 9395 | 19072 | 9677 | 9395 |
Profit Streak | 511.0918 | 514.1751 | 511.0918 | 511.0918 | 514.1751 | 511.0918 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434217 | 411463 | -223758 | -292568 | -101205 | -578854 |
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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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