Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227793.9507 | 281085.0515 | -53291.1008 | -101522.6038 | 293276.8559 | -394799.4597 |
Total P&L (%) | 227.794 | 281.0851 | -53.2911 | -101.5226 | 293.2769 | -394.7995 |
Avg Daily Profit (%) | 0.1215 | 0.1499 | -0.0284 | 0 | 0.073 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203962 | -136860 | -140382 | -1203296 | -889510 | -671662 |
Profit Factor | 1.1807 | 1.4109 | 0.9076 | 0.971 | 1.1524 | 0.7497 |
Total Trades | 587 | 293 | 294 | 587 | 293 | 294 |
Winning Trades | 490 | 260 | 230 | 434 | 227 | 207 |
Losing Trades | 97 | 33 | 64 | 153 | 66 | 87 |
Profitability (%) | 83.4753 | 88.7372 | 78.2313 | 73.9353 | 77.4744 | 70.4082 |
Ratio Avg Win / Avg Loss | 0.2337 | 0.1791 | 0.2525 | 0.3423 | 0.3351 | 0.3151 |
Largest Winning Trade | 16343 | 15768 | 16343 | 81125 | 81125 | 58832 |
Largest Losing Trade | -102189 | -64634 | -102189 | -591776 | -591776 | -501340 |
Avg Bars in Trades | 36 | 65 | 8 | 36 | 65 | 8 |
Avg Bars in Winners | 9 | 15 | 3 | 15 | 25 | 4 |
Avg Bars in Losers | 173 | 458 | 26 | 96 | 200 | 18 |
Bars Traded | 21619 | 19095 | 2524 | 21619 | 19095 | 2524 |
Profit Streak | 0.3241 | 0 | 68.8241 | 0 | 70.4075 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50231 | 435705 | -575300 | -574191 | -144894 | -576872 |
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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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