Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 590882.5065 | 463176.7338 | 127705.7727 | 1595004.7347 | -763891.2132 | 2358895.948 |
Total P&L (%) | 590.8825 | 463.1767 | 127.7058 | 1595.0047 | -763.8912 | 2358.8959 |
Avg Daily Profit (%) | 0.3168 | 0.2483 | 0.0685 | 0.1518 | 0 | 0.1718 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143447 | -87261 | -114921 | -3540446 | -3120161 | -1745665 |
Profit Factor | 1.4136 | 1.6439 | 1.1801 | 1.0547 | 0.951 | 1.1739 |
Total Trades | 460 | 230 | 230 | 460 | 230 | 230 |
Winning Trades | 158 | 73 | 85 | 158 | 73 | 85 |
Losing Trades | 302 | 157 | 145 | 302 | 157 | 145 |
Profitability (%) | 34.3478 | 31.7391 | 36.9565 | 34.3478 | 31.7391 | 36.9565 |
Ratio Avg Win / Avg Loss | 2.702 | 3.5355 | 2.013 | 2.016 | 2.0453 | 2.0025 |
Largest Winning Trade | 149435 | 149435 | 39270 | 1025089 | 1025089 | 854536 |
Largest Losing Trade | -25878 | -19474 | -25878 | -434974 | -434974 | -429683 |
Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Winners | 20 | 19 | 20 | 20 | 19 | 20 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 5534 | 2674 | 2860 | 5534 | 2674 | 2860 |
Profit Streak | 20.184 | 20.184 | 21.5174 | 20.184 | 20.184 | 21.5174 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308981 | 198946 | -126476 | -153943 | -583620 | -23919 |
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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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