Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 659177.4294 | 670327.951 | -11150.5216 | -31693.7784 | -70694.9228 | 39001.1443 |
Total P&L (%) | 659.1774 | 670.328 | -11.1505 | -31.6938 | -70.6949 | 39.0011 |
Avg Daily Profit (%) | 0.3538 | 0.3598 | -0.006 | -0.0205 | -0.0659 | 0.0177 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -219824 | -135833 | -124111 | -844230 | -676420 | -528661 |
Profit Factor | 1.6212 | 2.3258 | 0.9799 | 0.9923 | 0.9659 | 1.0188 |
Total Trades | 406 | 203 | 203 | 406 | 203 | 203 |
Winning Trades | 193 | 103 | 90 | 193 | 103 | 90 |
Losing Trades | 213 | 100 | 113 | 213 | 100 | 113 |
Profitability (%) | 47.5369 | 50.7389 | 44.335 | 47.5369 | 50.7389 | 44.335 |
Ratio Avg Win / Avg Loss | 1.7892 | 2.258 | 1.2304 | 1.0952 | 0.9377 | 1.2792 |
Largest Winning Trade | 744191 | 744191 | 40322 | 489398 | 489398 | 243438 |
Largest Losing Trade | -61854 | -34479 | -61854 | -394723 | -122416 | -394723 |
Avg Bars in Trades | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Winners | 20 | 17 | 23 | 20 | 17 | 23 |
Avg Bars in Losers | 15 | 15 | 14 | 15 | 15 | 14 |
Bars Traded | 7153 | 3392 | 3761 | 7153 | 3392 | 3761 |
Profit Streak | 15.9188 | 53.6688 | 15.9188 | 15.9188 | 53.6688 | 15.9188 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 537619 | 582621 | -579950 | -576599 | -578426 | -372190 |
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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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