Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464803.7974 | 418387.9749 | 46415.8225 | -84006.147 | 67210.5397 | -151216.6868 |
Total P&L (%) | 464.8038 | 418.388 | 46.4158 | -84.0061 | 67.2105 | -151.2167 |
Avg Daily Profit (%) | 0.2491 | 0.2242 | 0.0249 | -0.0982 | 0.0276 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -285590 | -125010 | -217047 | -397754 | -174036 | -376995 |
Profit Factor | 1.2401 | 1.439 | 1.0472 | 0.9261 | 1.1474 | 0.778 |
Total Trades | 388 | 194 | 194 | 388 | 194 | 194 |
Winning Trades | 225 | 109 | 116 | 225 | 109 | 116 |
Losing Trades | 163 | 85 | 78 | 163 | 85 | 78 |
Profitability (%) | 57.9897 | 56.1856 | 59.7938 | 57.9897 | 56.1856 | 59.7938 |
Ratio Avg Win / Avg Loss | 0.8984 | 1.1221 | 0.7042 | 0.6709 | 0.8948 | 0.5231 |
Largest Winning Trade | 235648 | 235648 | 36040 | 69997 | 69997 | 52056 |
Largest Losing Trade | -81719 | -45834 | -81719 | -225942 | -70781 | -225942 |
Avg Bars in Trades | 57 | 56 | 57 | 57 | 56 | 57 |
Avg Bars in Winners | 50 | 49 | 51 | 50 | 49 | 51 |
Avg Bars in Losers | 66 | 65 | 66 | 66 | 65 | 66 |
Bars Traded | 22169 | 11029 | 11140 | 22169 | 11029 | 11140 |
Profit Streak | 10.3677 | 10.3677 | 10.7844 | 10.3677 | 10.3677 | 10.7844 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384947 | 384406 | -328686 | -576177 | -214351 | -577952 |
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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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