Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253901.4518 | 201090.8289 | 52810.6229 | -28414.4387 | 356327.6611 | -384742.0998 |
Total P&L (%) | 253.9015 | 201.0908 | 52.8106 | -28.4144 | 356.3277 | -384.7421 |
Avg Daily Profit (%) | 0.1789 | 0.1417 | 0.0372 | -0.0236 | 0.107 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115864 | -86126 | -123081 | -676603 | -252587 | -716892 |
Profit Factor | 1.2002 | 1.2575 | 1.1083 | 0.9919 | 1.1825 | 0.7558 |
Total Trades | 591 | 295 | 296 | 591 | 295 | 296 |
Winning Trades | 420 | 219 | 201 | 420 | 219 | 201 |
Losing Trades | 171 | 76 | 95 | 171 | 76 | 95 |
Profitability (%) | 71.066 | 74.2373 | 67.9054 | 71.066 | 74.2373 | 67.9054 |
Ratio Avg Win / Avg Loss | 0.4886 | 0.4364 | 0.5238 | 0.4039 | 0.4103 | 0.3572 |
Largest Winning Trade | 33099 | 33099 | 18240 | 158034 | 158034 | 82435 |
Largest Losing Trade | -69480 | -59468 | -69480 | -489707 | -121025 | -489707 |
Avg Bars in Trades | 14 | 22 | 6 | 14 | 22 | 6 |
Avg Bars in Winners | 6 | 8 | 3 | 6 | 8 | 3 |
Avg Bars in Losers | 33 | 61 | 11 | 33 | 61 | 11 |
Bars Traded | 8371 | 6563 | 1807 | 8371 | 6563 | 1807 |
Profit Streak | 15.1048 | 20.6048 | 15.1048 | 15.1048 | 20.6048 | 15.1048 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462001 | 6393 | -243177 | -573192 | -65709 | -576601 |
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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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