Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 622181.1988 | 519091.9389 | 103089.2599 | 9257.4573 | 374426.2273 | -365168.77 |
Total P&L (%) | 622.1812 | 519.0919 | 103.0893 | 9.2575 | 374.4262 | -365.1688 |
Avg Daily Profit (%) | 0.3308 | 0.276 | 0.0548 | 0.0047 | 0.0828 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -293730 | -133589 | -221700 | -1480928 | -709671 | -840282 |
Profit Factor | 1.398 | 1.6682 | 1.1311 | 1.003 | 1.2503 | 0.7767 |
Total Trades | 377 | 189 | 188 | 377 | 189 | 188 |
Winning Trades | 184 | 89 | 95 | 184 | 89 | 95 |
Losing Trades | 193 | 100 | 93 | 193 | 100 | 93 |
Profitability (%) | 48.8064 | 47.0899 | 50.5319 | 48.8064 | 47.0899 | 50.5319 |
Ratio Avg Win / Avg Loss | 1.4664 | 1.8744 | 1.1073 | 1.052 | 1.4048 | 0.7604 |
Largest Winning Trade | 266304 | 266304 | 51651 | 441762 | 441762 | 200765 |
Largest Losing Trade | -70180 | -64894 | -70180 | -669192 | -333090 | -669192 |
Avg Bars in Trades | 59 | 59 | 58 | 59 | 59 | 58 |
Avg Bars in Winners | 68 | 74 | 63 | 68 | 74 | 63 |
Avg Bars in Losers | 49 | 46 | 54 | 49 | 46 | 54 |
Bars Traded | 22296 | 11252 | 11044 | 22296 | 11252 | 11044 |
Profit Streak | 5.9737 | 17.3904 | 0 | 5.9737 | 17.3904 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433536 | 439794 | -195577 | -567379 | -82248 | -580280 |
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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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