Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 545420.3442 | 481302.4712 | 64117.873 | 91170.3749 | -133614.8746 | 224785.2495 |
Total P&L (%) | 545.4203 | 481.3025 | 64.1179 | 91.1704 | -133.6149 | 224.7853 |
Avg Daily Profit (%) | 0.2307 | 0.2036 | 0.0271 | 0.0274 | 0 | 0.0498 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190257 | -111097 | -199765 | -382835 | -305137 | -176165 |
Profit Factor | 1.2501 | 1.4298 | 1.0604 | 1.0349 | 0.9062 | 1.1891 |
Total Trades | 693 | 347 | 346 | 693 | 347 | 346 |
Winning Trades | 239 | 107 | 132 | 239 | 107 | 132 |
Losing Trades | 454 | 240 | 214 | 454 | 240 | 214 |
Profitability (%) | 34.4877 | 30.8357 | 38.1503 | 34.4877 | 30.8357 | 38.1503 |
Ratio Avg Win / Avg Loss | 2.3747 | 3.207 | 1.7192 | 1.9658 | 2.0327 | 1.9278 |
Largest Winning Trade | 182500 | 182500 | 51644 | 145604 | 145604 | 72364 |
Largest Losing Trade | -33150 | -19271 | -33150 | -42460 | -42460 | -34250 |
Avg Bars in Trades | 13 | 14 | 12 | 13 | 14 | 12 |
Avg Bars in Winners | 23 | 28 | 19 | 23 | 28 | 19 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 9403 | 5126 | 4277 | 9403 | 5126 | 4277 |
Profit Streak | 28.9634 | 36.2134 | 28.9634 | 28.9634 | 36.2134 | 28.9634 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309342 | 185805 | -312038 | -337897 | -582478 | -139799 |
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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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