Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388486.0381 | 256885.8819 | 131600.1562 | 203186.3966 | 258970.7291 | -55784.3325 |
Total P&L (%) | 388.486 | 256.8859 | 131.6002 | 203.1864 | 258.9707 | -55.7843 |
Avg Daily Profit (%) | 0.2299 | 0.152 | 0.0779 | 0.0657 | 0.0757 | -0.0483 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88362 | -88890 | -88783 | -324360 | -218497 | -298715 |
Profit Factor | 1.2747 | 1.3819 | 1.1774 | 1.0607 | 1.1691 | 0.9693 |
Total Trades | 431 | 216 | 215 | 431 | 216 | 215 |
Winning Trades | 227 | 108 | 119 | 227 | 108 | 119 |
Losing Trades | 204 | 108 | 96 | 204 | 108 | 96 |
Profitability (%) | 52.6682 | 50 | 55.3488 | 52.6682 | 50 | 55.3488 |
Ratio Avg Win / Avg Loss | 1.1455 | 1.3819 | 0.9498 | 0.9532 | 1.1691 | 0.7819 |
Largest Winning Trade | 58661 | 58661 | 50345 | 78511 | 78511 | 75986 |
Largest Losing Trade | -56447 | -29037 | -56447 | -162354 | -62035 | -162354 |
Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 3306 | 1652 | 1654 | 3306 | 1652 | 1654 |
Profit Streak | 9.0567 | 9.0567 | 20.5567 | 9.0567 | 9.0567 | 20.5567 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424702 | 335386 | -113399 | -256652 | -124929 | -578178 |
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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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