Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 682847.343 | 652787.6904 | 30059.6526 | 45250.9166 | 156824.5682 | -111573.6516 |
Total P&L (%) | 682.8473 | 652.7877 | 30.0597 | 45.2509 | 156.8246 | -111.5737 |
Avg Daily Profit (%) | 0.2822 | 0.2698 | 0.0124 | 0.0154 | 0.039 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115421 | -104568 | -165212 | -623232 | -677782 | -444065 |
Profit Factor | 1.447 | 1.8446 | 1.0398 | 1.0097 | 1.0647 | 0.9498 |
Total Trades | 410 | 205 | 205 | 410 | 205 | 205 |
Winning Trades | 165 | 77 | 88 | 165 | 77 | 88 |
Losing Trades | 245 | 128 | 117 | 245 | 128 | 117 |
Profitability (%) | 40.2439 | 37.561 | 42.9268 | 40.2439 | 37.561 | 42.9268 |
Ratio Avg Win / Avg Loss | 2.1486 | 3.0663 | 1.3825 | 1.4993 | 1.7699 | 1.2628 |
Largest Winning Trade | 417244 | 417244 | 52983 | 419609 | 419609 | 256495 |
Largest Losing Trade | -31201 | -31201 | -29928 | -117073 | -117073 | -98965 |
Avg Bars in Trades | 34 | 31 | 37 | 34 | 31 | 37 |
Avg Bars in Winners | 53 | 48 | 57 | 53 | 48 | 57 |
Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
Bars Traded | 14299 | 6522 | 7777 | 14299 | 6522 | 7777 |
Profit Streak | 1.3686 | 13.2019 | 0 | 1.3686 | 13.2019 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 236119 | 303141 | -358291 | -388080 | -292761 | -581344 |
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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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