Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 440035.5337 | 374029.3289 | 66006.2048 | 141707.9499 | -257437.8231 | 399145.773 |
Total P&L (%) | 440.0355 | 374.0293 | 66.0062 | 141.708 | -257.4378 | 399.1458 |
Avg Daily Profit (%) | 0.2309 | 0.1962 | 0.0346 | 0.0463 | 0 | 0.0844 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130864 | -148892 | -90558 | -2763030 | -3042658 | -861182 |
Profit Factor | 1.3195 | 1.3916 | 1.1563 | 1.0113 | 0.9728 | 1.1326 |
Total Trades | 639 | 319 | 320 | 639 | 319 | 320 |
Winning Trades | 491 | 264 | 227 | 491 | 264 | 227 |
Losing Trades | 148 | 55 | 93 | 148 | 55 | 93 |
Profitability (%) | 76.8388 | 82.7586 | 70.9375 | 76.8388 | 82.7586 | 70.9375 |
Ratio Avg Win / Avg Loss | 0.3977 | 0.2899 | 0.4737 | 0.3048 | 0.2027 | 0.464 |
Largest Winning Trade | 39276 | 39276 | 15996 | 291523 | 291523 | 148105 |
Largest Losing Trade | -72089 | -63451 | -72089 | -1253810 | -1253810 | -418430 |
Avg Bars in Trades | 35 | 66 | 4 | 35 | 66 | 4 |
Avg Bars in Winners | 12 | 21 | 2 | 12 | 21 | 2 |
Avg Bars in Losers | 109 | 279 | 9 | 109 | 279 | 9 |
Bars Traded | 22586 | 21155 | 1431 | 22586 | 21155 | 1431 |
Profit Streak | 13.9609 | 18.2109 | 13.9609 | 13.9609 | 18.2109 | 13.9609 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 530330 | 479176 | -192481 | -332453 | -574033 | -151919 |
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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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