Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423935.324 | 315732.8329 | 108202.4911 | 583387.7469 | 717413.5061 | -134025.7592 |
Total P&L (%) | 423.9353 | 315.7328 | 108.2025 | 583.3877 | 717.4135 | -134.0258 |
Avg Daily Profit (%) | 0.2261 | 0.1684 | 0.0577 | 0.1026 | 0.1121 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130740 | -117624 | -86385 | -1070926 | -724693 | -851924 |
Profit Factor | 1.2835 | 1.4148 | 1.1474 | 1.0516 | 1.1263 | 0.9762 |
Total Trades | 746 | 373 | 373 | 746 | 373 | 373 |
Winning Trades | 356 | 161 | 195 | 356 | 161 | 195 |
Losing Trades | 390 | 212 | 178 | 390 | 212 | 178 |
Profitability (%) | 47.7212 | 43.1635 | 52.2788 | 47.7212 | 43.1635 | 52.2788 |
Ratio Avg Win / Avg Loss | 1.4061 | 1.8629 | 1.0474 | 1.152 | 1.483 | 0.8911 |
Largest Winning Trade | 107948 | 107948 | 41937 | 552447 | 552447 | 161146 |
Largest Losing Trade | -28390 | -16742 | -28390 | -186435 | -150267 | -186435 |
Avg Bars in Trades | 30 | 24 | 35 | 30 | 24 | 35 |
Avg Bars in Winners | 35 | 30 | 39 | 35 | 30 | 39 |
Avg Bars in Losers | 24 | 19 | 30 | 24 | 19 | 30 |
Bars Traded | 22408 | 9153 | 13255 | 22408 | 9153 | 13255 |
Profit Streak | 8.7673 | 0 | 9.6007 | 8.7673 | 0 | 9.6007 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414275 | 297397 | -171877 | -215725 | -125491 | -578422 |
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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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