Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399224.3109 | 333052.4267 | 66171.8842 | 179266.8432 | 407109.1295 | -227842.2862 |
Total P&L (%) | 399.2243 | 333.0524 | 66.1719 | 179.2668 | 407.1091 | -227.8423 |
Avg Daily Profit (%) | 0.1742 | 0.1454 | 0.0289 | 0.0448 | 0.0709 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145527 | -152983 | -199998 | -360780 | -185615 | -527176 |
Profit Factor | 1.2056 | 1.3772 | 1.0625 | 1.0525 | 1.2607 | 0.877 |
Total Trades | 566 | 283 | 283 | 566 | 283 | 283 |
Winning Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Losing Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Profitability (%) | 41.3428 | 41.3428 | 41.3428 | 41.3428 | 41.3428 | 41.3428 |
Ratio Avg Win / Avg Loss | 1.7105 | 1.954 | 1.5074 | 1.4933 | 1.7887 | 1.2443 |
Largest Winning Trade | 71507 | 71507 | 60348 | 138959 | 131768 | 138959 |
Largest Losing Trade | -32319 | -19069 | -32319 | -74336 | -45271 | -74336 |
Avg Bars in Trades | 11 | 11 | 12 | 11 | 11 | 12 |
Avg Bars in Winners | 17 | 15 | 18 | 17 | 15 | 18 |
Avg Bars in Losers | 8 | 8 | 7 | 8 | 8 | 7 |
Bars Traded | 6645 | 3190 | 3455 | 6645 | 3190 | 3455 |
Profit Streak | 9.5291 | 0 | 21.1958 | 9.5291 | 0 | 21.1958 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307893 | 18013 | -306363 | -295258 | -99506 | -580222 |
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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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