Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 633174.2817 | 446778.1669 | 186396.1148 | 1643659.6474 | 2094380.0417 | -450720.3943 |
Total P&L (%) | 633.1743 | 446.7782 | 186.3961 | 1643.6596 | 2094.38 | -450.7204 |
Avg Daily Profit (%) | 0.2754 | 0.1943 | 0.0811 | 0.1244 | 0.1344 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146987 | -141324 | -154976 | -1580238 | -1403917 | -1587704 |
Profit Factor | 1.3393 | 1.5132 | 1.1872 | 1.0834 | 1.2266 | 0.957 |
Total Trades | 645 | 323 | 322 | 645 | 323 | 322 |
Winning Trades | 310 | 148 | 162 | 310 | 148 | 162 |
Losing Trades | 335 | 175 | 160 | 335 | 175 | 160 |
Profitability (%) | 48.062 | 45.8204 | 50.3106 | 48.062 | 45.8204 | 50.3106 |
Ratio Avg Win / Avg Loss | 1.4473 | 1.7892 | 1.1726 | 1.1707 | 1.4504 | 0.9451 |
Largest Winning Trade | 94744 | 94744 | 64315 | 872626 | 872626 | 537095 |
Largest Losing Trade | -28126 | -27883 | -28126 | -534711 | -445480 | -534711 |
Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Winners | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 9021 | 4197 | 4824 | 9021 | 4197 | 4824 |
Profit Streak | 3.6352 | 15.6352 | 0 | 3.6352 | 15.6352 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408333 | 393366 | -97841 | -152994 | -12676 | -579331 |
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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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