Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407587.8544 | 228194.2336 | 179393.6209 | 159457.7669 | -206474.6113 | 365932.3782 |
Total P&L (%) | 407.5879 | 228.1942 | 179.3936 | 159.4578 | -206.4746 | 365.9324 |
Avg Daily Profit (%) | 0.2651 | 0.1484 | 0.1167 | 0.062 | 0 | 0.1001 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146838 | -124354 | -60945 | -1117164 | -970929 | -716943 |
Profit Factor | 1.2672 | 1.2782 | 1.2544 | 1.0213 | 0.9461 | 1.1005 |
Total Trades | 516 | 258 | 258 | 516 | 258 | 258 |
Winning Trades | 212 | 100 | 112 | 212 | 100 | 112 |
Losing Trades | 304 | 158 | 146 | 304 | 158 | 146 |
Profitability (%) | 41.0853 | 38.7597 | 43.4109 | 41.0853 | 38.7597 | 43.4109 |
Ratio Avg Win / Avg Loss | 1.8171 | 2.0195 | 1.6352 | 1.4646 | 1.4948 | 1.4346 |
Largest Winning Trade | 236043 | 236043 | 55247 | 286782 | 286782 | 242855 |
Largest Losing Trade | -22059 | -22059 | -18344 | -163536 | -112403 | -163536 |
Avg Bars in Trades | 5 | 6 | 5 | 5 | 6 | 5 |
Avg Bars in Winners | 8 | 9 | 8 | 8 | 9 | 8 |
Avg Bars in Losers | 3 | 4 | 3 | 3 | 4 | 3 |
Bars Traded | 3030 | 1623 | 1407 | 3030 | 1623 | 1407 |
Profit Streak | 10.7572 | 15.7572 | 0 | 10.7572 | 15.7572 | 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 | 335720 | 123404 | -37808 | -306989 | -581830 | -170779 |
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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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