Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 656303.2155 | 580875.1485 | 75428.0669 | 212812.031 | -77313.1628 | 290125.1938 |
Total P&L (%) | 656.3032 | 580.8751 | 75.4281 | 212.812 | -77.3132 | 290.1252 |
Avg Daily Profit (%) | 0.2708 | 0.2397 | 0.0311 | 0.0471 | -0.0612 | 0.0562 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166516 | -123457 | -65238 | -1550595 | -1341027 | -475519 |
Profit Factor | 1.3825 | 1.5091 | 1.1312 | 1.0215 | 0.9884 | 1.0889 |
Total Trades | 513 | 257 | 256 | 513 | 257 | 256 |
Winning Trades | 177 | 75 | 102 | 177 | 75 | 102 |
Losing Trades | 336 | 182 | 154 | 336 | 182 | 154 |
Profitability (%) | 34.5029 | 29.1829 | 39.8438 | 34.5029 | 29.1829 | 39.8438 |
Ratio Avg Win / Avg Loss | 2.6244 | 3.6621 | 1.7079 | 1.939 | 2.3985 | 1.644 |
Largest Winning Trade | 233099 | 233099 | 39336 | 971323 | 971323 | 267564 |
Largest Losing Trade | -29864 | -29864 | -17869 | -255514 | -255514 | -140212 |
Avg Bars in Trades | 28 | 43 | 13 | 28 | 43 | 13 |
Avg Bars in Winners | 49 | 91 | 19 | 49 | 91 | 19 |
Avg Bars in Losers | 16 | 23 | 8 | 16 | 23 | 8 |
Bars Traded | 14487 | 11135 | 3352 | 14487 | 11135 | 3352 |
Profit Streak | 14.5008 | 14.5008 | 15.1675 | 14.5008 | 14.5008 | 15.1675 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300514 | 30621 | -228730 | -327868 | -587999 | -241840 |
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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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