Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 447228.0782 | 264292.0451 | 182936.0331 | 618951.4115 | 1790446.0067 | -1171494.5952 |
Total P&L (%) | 447.2281 | 264.292 | 182.936 | 618.9514 | 1790.446 | -1171.4946 |
Avg Daily Profit (%) | 0.2654 | 0.1568 | 0.1085 | 0.1171 | 0.1746 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147169 | -108633 | -117763 | -4453254 | -651026 | -3895698 |
Profit Factor | 1.3598 | 1.4629 | 1.2723 | 1.0611 | 1.5524 | 0.8301 |
Total Trades | 390 | 195 | 195 | 390 | 195 | 195 |
Winning Trades | 179 | 87 | 92 | 179 | 87 | 92 |
Losing Trades | 211 | 108 | 103 | 211 | 108 | 103 |
Profitability (%) | 45.8974 | 44.6154 | 47.1795 | 45.8974 | 44.6154 | 47.1795 |
Ratio Avg Win / Avg Loss | 1.6029 | 1.816 | 1.4244 | 1.2507 | 1.9271 | 0.9294 |
Largest Winning Trade | 71641 | 71641 | 42323 | 948123 | 613017 | 948123 |
Largest Losing Trade | -55843 | -24108 | -55843 | -2515680 | -453509 | -2515680 |
Avg Bars in Trades | 12 | 11 | 14 | 12 | 11 | 14 |
Avg Bars in Winners | 15 | 13 | 17 | 15 | 13 | 17 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 4991 | 2232 | 2759 | 4991 | 2232 | 2759 |
Profit Streak | 14.5201 | 27.1867 | 14.5201 | 14.5201 | 27.1867 | 14.5201 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415282 | 327782 | -47926 | -187805 | 367935 | -580540 |
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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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