Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426078.5588 | 357125.5737 | 68952.9851 | 193912.1144 | -221577.8572 | 415489.9716 |
Total P&L (%) | 426.0786 | 357.1256 | 68.953 | 193.9121 | -221.5779 | 415.49 |
Avg Daily Profit (%) | 0.23 | 0.1928 | 0.0372 | 0.0582 | 0 | 0.0886 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183405 | -137126 | -115990 | -4016809 | -2815399 | -2172052 |
Profit Factor | 1.2292 | 1.3777 | 1.0755 | 1.0073 | 0.9836 | 1.0319 |
Total Trades | 595 | 297 | 298 | 595 | 297 | 298 |
Winning Trades | 239 | 118 | 121 | 239 | 118 | 121 |
Losing Trades | 356 | 179 | 177 | 356 | 179 | 177 |
Profitability (%) | 40.1681 | 39.7306 | 40.604 | 40.1681 | 39.7306 | 40.604 |
Ratio Avg Win / Avg Loss | 1.831 | 2.0899 | 1.5733 | 1.5004 | 1.4921 | 1.5094 |
Largest Winning Trade | 157921 | 157921 | 36925 | 955743 | 955743 | 901767 |
Largest Losing Trade | -29625 | -29625 | -22255 | -671067 | -602957 | -671067 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 7397 | 3516 | 3881 | 7397 | 3516 | 3881 |
Profit Streak | 7.086 | 0 | 11.086 | 7.086 | 0 | 11.086 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319907 | 234410 | -281335 | -326320 | -581829 | -260806 |
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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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