Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 459339.5294 | 381577.3557 | 77762.1737 | 390884.5241 | 510335.7669 | -119451.2428 |
Total P&L (%) | 459.3395 | 381.5774 | 77.7622 | 390.8845 | 510.3358 | -119.4512 |
Avg Daily Profit (%) | 0.1927 | 0.1601 | 0.0326 | 0.0668 | 0.0759 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123512 | -89187 | -204571 | -485795 | -292064 | -404874 |
Profit Factor | 1.2889 | 1.5082 | 1.0927 | 1.0866 | 1.2393 | 0.9498 |
Total Trades | 391 | 195 | 196 | 391 | 195 | 196 |
Winning Trades | 173 | 89 | 84 | 173 | 89 | 84 |
Losing Trades | 218 | 106 | 112 | 218 | 106 | 112 |
Profitability (%) | 44.2455 | 45.641 | 42.8571 | 44.2455 | 45.641 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.6242 | 1.7963 | 1.4569 | 1.3693 | 1.476 | 1.2664 |
Largest Winning Trade | 62782 | 62782 | 47606 | 204804 | 204804 | 108689 |
Largest Losing Trade | -49756 | -25175 | -49756 | -115711 | -94095 | -115711 |
Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Winners | 15 | 14 | 16 | 15 | 14 | 16 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 4745 | 2263 | 2482 | 4745 | 2263 | 2482 |
Profit Streak | 22.1785 | 44.1785 | 22.1785 | 22.1785 | 44.1785 | 22.1785 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353298 | 352163 | -269371 | -227899 | -91437 | -580592 |
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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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