Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506061.5481 | 336382.8855 | 169678.6626 | 1337984.4387 | 1564470.8995 | -226486.4608 |
Total P&L (%) | 506.0615 | 336.3829 | 169.6787 | 1337.9844 | 1564.4709 | -226.4865 |
Avg Daily Profit (%) | 0.2982 | 0.1982 | 0.1 | 0.1572 | 0.1658 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183697 | -143210 | -108948 | -894290 | -295273 | -902440 |
Profit Factor | 1.3261 | 1.4656 | 1.2045 | 1.2593 | 1.7026 | 0.9228 |
Total Trades | 802 | 401 | 401 | 802 | 401 | 401 |
Winning Trades | 256 | 122 | 134 | 256 | 122 | 134 |
Losing Trades | 546 | 279 | 267 | 546 | 279 | 267 |
Profitability (%) | 31.9202 | 30.4239 | 33.4165 | 31.9202 | 30.4239 | 33.4165 |
Ratio Avg Win / Avg Loss | 2.8283 | 3.3516 | 2.4001 | 2.6859 | 3.8936 | 1.8387 |
Largest Winning Trade | 78972 | 78972 | 44073 | 666696 | 666696 | 450012 |
Largest Losing Trade | -22095 | -11844 | -22095 | -243840 | -126577 | -243840 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 25 | 23 | 28 | 25 | 23 | 28 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 10029 | 4577 | 5452 | 10029 | 4577 | 5452 |
Profit Streak | 7.2367 | 25.9033 | 0 | 7.2367 | 25.9034 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300537 | 197363 | -63534 | 242475 | 239099 | -582631 |
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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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