Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 421727.1586 | 334407.6223 | 87319.5363 | 223502.8514 | 634918.9734 | -411416.122 |
Total P&L (%) | 421.7272 | 334.4076 | 87.3195 | 223.5029 | 634.919 | -411.4161 |
Avg Daily Profit (%) | 0.226 | 0.1792 | 0.0468 | 0.0629 | 0.1069 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125624 | -133380 | -95673 | -2480707 | -1801470 | -1573614 |
Profit Factor | 1.3157 | 1.528 | 1.1243 | 1.0169 | 1.1073 | 0.9438 |
Total Trades | 303 | 151 | 152 | 303 | 151 | 152 |
Winning Trades | 123 | 60 | 63 | 123 | 60 | 63 |
Losing Trades | 180 | 91 | 89 | 180 | 91 | 89 |
Profitability (%) | 40.5941 | 39.7351 | 41.4474 | 40.5941 | 39.7351 | 41.4474 |
Ratio Avg Win / Avg Loss | 1.9254 | 2.3175 | 1.5883 | 1.4881 | 1.6794 | 1.3333 |
Largest Winning Trade | 112757 | 112757 | 47388 | 556399 | 556399 | 548221 |
Largest Losing Trade | -39247 | -23561 | -39247 | -937204 | -341804 | -937204 |
Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Winners | 17 | 16 | 19 | 17 | 16 | 19 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 3725 | 1779 | 1946 | 3725 | 1779 | 1946 |
Profit Streak | 14.4475 | 20.9475 | 14.4475 | 14.4475 | 20.9475 | 14.4475 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302874 | 255799 | -215322 | -311568 | -154137 | -581326 |
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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) |
---|