Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387760.7208 | 369064.7953 | 18695.9255 | 26316.3645 | 195928.7063 | -169612.3418 |
Total P&L (%) | 387.7607 | 369.0648 | 18.6959 | 26.3164 | 195.9287 | -169.6123 |
Avg Daily Profit (%) | 0.2028 | 0.193 | 0.0098 | 0.0122 | 0.0568 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143981 | -94157 | -211319 | -173428 | -76136 | -288674 |
Profit Factor | 1.2185 | 1.5276 | 1.0174 | 1.0185 | 1.3702 | 0.8099 |
Total Trades | 491 | 245 | 246 | 491 | 245 | 246 |
Winning Trades | 223 | 105 | 118 | 223 | 105 | 118 |
Losing Trades | 268 | 140 | 128 | 268 | 140 | 128 |
Profitability (%) | 45.4175 | 42.8571 | 47.9675 | 45.4175 | 42.8571 | 47.9675 |
Ratio Avg Win / Avg Loss | 1.4643 | 2.0367 | 1.1036 | 1.224 | 1.8269 | 0.8785 |
Largest Winning Trade | 129847 | 129847 | 37569 | 82381 | 82381 | 38561 |
Largest Losing Trade | -38570 | -26284 | -38570 | -41027 | -18503 | -41027 |
Avg Bars in Trades | 46 | 44 | 47 | 46 | 44 | 47 |
Avg Bars in Winners | 61 | 58 | 64 | 61 | 58 | 64 |
Avg Bars in Losers | 33 | 34 | 32 | 33 | 34 | 32 |
Bars Traded | 22683 | 10953 | 11730 | 22683 | 10953 | 11730 |
Profit Streak | 10.9793 | 0 | 11.5626 | 10.9793 | 0 | 11.5626 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311610 | 291431 | -388360 | -378690 | -117567 | -580205 |
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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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