Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 490806.0838 | 456278.4197 | 34527.6642 | 18645.4649 | 220435.6784 | -201790.2135 |
Total P&L (%) | 490.8061 | 456.2784 | 34.5277 | 18.6455 | 220.4357 | -201.7902 |
Avg Daily Profit (%) | 0.2028 | 0.1885 | 0.0143 | 0.0071 | 0.0481 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121786 | -112414 | -214995 | -380017 | -367252 | -373994 |
Profit Factor | 1.3407 | 1.6061 | 1.0502 | 1.007 | 1.1593 | 0.8428 |
Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Winning Trades | 120 | 61 | 59 | 120 | 61 | 59 |
Losing Trades | 143 | 70 | 73 | 143 | 70 | 73 |
Profitability (%) | 45.6274 | 46.5649 | 44.697 | 45.6274 | 46.5649 | 44.697 |
Ratio Avg Win / Avg Loss | 1.5977 | 1.8431 | 1.2994 | 1.2 | 1.3303 | 1.0428 |
Largest Winning Trade | 271455 | 271455 | 43231 | 270049 | 270049 | 80916 |
Largest Losing Trade | -52382 | -52382 | -45909 | -248795 | -248795 | -167690 |
Avg Bars in Trades | 36 | 41 | 31 | 36 | 41 | 31 |
Avg Bars in Winners | 48 | 52 | 44 | 48 | 52 | 44 |
Avg Bars in Losers | 26 | 31 | 20 | 26 | 31 | 20 |
Bars Traded | 9515 | 5395 | 4120 | 9515 | 5395 | 4120 |
Profit Streak | 19.9744 | 0 | 29.7244 | 19.9744 | 0 | 29.7244 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335511 | 324745 | -343528 | -403785 | -175480 | -580837 |
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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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