Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497995.125 | 417401.5409 | 80593.5841 | 115960.9222 | 119183.4487 | -3222.5264 |
Total P&L (%) | 497.9951 | 417.4015 | 80.5936 | 115.9609 | 119.1834 | -3.2225 |
Avg Daily Profit (%) | 0.2109 | 0.1768 | 0.0341 | 0.0326 | 0.0332 | -0.0014 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123954 | -115501 | -197727 | -895456 | -786778 | -582337 |
Profit Factor | 1.2873 | 1.4887 | 1.0916 | 1.0175 | 1.0355 | 0.999 |
Total Trades | 388 | 194 | 194 | 388 | 194 | 194 |
Winning Trades | 157 | 74 | 83 | 157 | 74 | 83 |
Losing Trades | 231 | 120 | 111 | 231 | 120 | 111 |
Profitability (%) | 40.4639 | 38.1443 | 42.7835 | 40.4639 | 38.1443 | 42.7835 |
Ratio Avg Win / Avg Loss | 1.894 | 2.4141 | 1.4599 | 1.4972 | 1.6792 | 1.336 |
Largest Winning Trade | 185482 | 185482 | 43496 | 339258 | 339258 | 187046 |
Largest Losing Trade | -48392 | -23318 | -48392 | -160484 | -160484 | -153871 |
Avg Bars in Trades | 11 | 12 | 11 | 11 | 12 | 11 |
Avg Bars in Winners | 17 | 18 | 17 | 17 | 18 | 17 |
Avg Bars in Losers | 7 | 8 | 6 | 7 | 8 | 6 |
Bars Traded | 4610 | 2375 | 2235 | 4610 | 2375 | 2235 |
Profit Streak | 26.7822 | 27.2822 | 26.7822 | 26.7822 | 27.2822 | 26.7822 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304002 | 231805 | -268545 | -350934 | -332155 | -580638 |
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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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