Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442950.3809 | 431188.1003 | 11762.2805 | -95246.5706 | 96999.1169 | -192245.6875 |
Total P&L (%) | 442.9504 | 431.1881 | 11.7623 | -95.2466 | 96.9991 | -192.2457 |
Avg Daily Profit (%) | 0.1875 | 0.1825 | 0.005 | -0.1289 | 0.0287 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -232426 | -115232 | -293318 | -343566 | -107654 | -276288 |
Profit Factor | 1.3225 | 1.6713 | 1.0161 | 0.882 | 1.3054 | 0.6072 |
Total Trades | 271 | 135 | 136 | 271 | 135 | 136 |
Winning Trades | 142 | 65 | 77 | 142 | 65 | 77 |
Losing Trades | 129 | 70 | 59 | 129 | 70 | 59 |
Profitability (%) | 52.3985 | 48.1481 | 56.6176 | 52.3985 | 48.1481 | 56.6176 |
Ratio Avg Win / Avg Loss | 1.2014 | 1.7998 | 0.7786 | 0.8012 | 1.4058 | 0.4653 |
Largest Winning Trade | 129039 | 129039 | 58423 | 103934 | 103934 | 66247 |
Largest Losing Trade | -97669 | -44016 | -97669 | -85737 | -81785 | -85737 |
Avg Bars in Trades | 34 | 34 | 33 | 34 | 34 | 33 |
Avg Bars in Winners | 37 | 33 | 40 | 37 | 33 | 40 |
Avg Bars in Losers | 30 | 35 | 24 | 30 | 35 | 24 |
Bars Traded | 9250 | 4633 | 4616 | 9250 | 4633 | 4616 |
Profit Streak | 12.6195 | 0 | 23.6195 | 12.6195 | 0 | 23.6195 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362811 | 349963 | -499921 | -578435 | -155329 | -579080 |
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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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