Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 537200.443 | 343524.544 | 193675.899 | 1735292.3653 | 1909120.2217 | -173827.8564 |
Total P&L (%) | 537.2004 | 343.5245 | 193.6759 | 1735.2924 | 1909.1202 | -173.8279 |
Avg Daily Profit (%) | 0.3181 | 0.2034 | 0.1147 | 0.1725 | 0.1778 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128918 | -115143 | -75548 | -1170772 | -343496 | -1463086 |
Profit Factor | 1.4394 | 1.6081 | 1.2945 | 1.3406 | 2.0868 | 0.9479 |
Total Trades | 407 | 204 | 203 | 407 | 204 | 203 |
Winning Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Losing Trades | 224 | 113 | 111 | 224 | 113 | 111 |
Profitability (%) | 44.9631 | 44.6078 | 45.3202 | 44.9631 | 44.6078 | 45.3202 |
Ratio Avg Win / Avg Loss | 1.7619 | 1.9969 | 1.5618 | 1.641 | 2.5913 | 1.1437 |
Largest Winning Trade | 79416 | 79416 | 49499 | 493639 | 493639 | 402884 |
Largest Losing Trade | -47757 | -18851 | -47757 | -880713 | -131539 | -880713 |
Avg Bars in Trades | 12 | 10 | 13 | 12 | 10 | 13 |
Avg Bars in Winners | 16 | 13 | 18 | 16 | 13 | 18 |
Avg Bars in Losers | 9 | 8 | 9 | 9 | 8 | 9 |
Bars Traded | 4976 | 2196 | 2780 | 4976 | 2196 | 2780 |
Profit Streak | 17.8625 | 30.5292 | 17.8625 | 17.8625 | 30.5292 | 17.8625 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468589 | 390618 | -39193 | 402039 | 430994 | -579580 |
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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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