Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460533.4799 | 332003.779 | 128529.7009 | 449486.4032 | 673287.7082 | -223801.3049 |
Total P&L (%) | 460.5335 | 332.0038 | 128.5297 | 449.4864 | 673.2877 | -223.8013 |
Avg Daily Profit (%) | 0.1937 | 0.1396 | 0.0541 | 0.0717 | 0.0861 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171530 | -125615 | -93472 | -887247 | -545502 | -847704 |
Profit Factor | 1.34 | 1.5655 | 1.1675 | 1.0912 | 1.3264 | 0.9219 |
Total Trades | 349 | 174 | 175 | 349 | 174 | 175 |
Winning Trades | 191 | 97 | 94 | 191 | 97 | 94 |
Losing Trades | 158 | 77 | 81 | 158 | 77 | 81 |
Profitability (%) | 54.7278 | 55.7471 | 53.7143 | 54.7278 | 55.7471 | 53.7143 |
Ratio Avg Win / Avg Loss | 1.1085 | 1.2427 | 1.006 | 0.9026 | 1.0529 | 0.7944 |
Largest Winning Trade | 63526 | 63526 | 50713 | 291239 | 291239 | 181895 |
Largest Losing Trade | -46863 | -26910 | -46863 | -556309 | -129736 | -556309 |
Avg Bars in Trades | 40 | 40 | 40 | 40 | 40 | 40 |
Avg Bars in Winners | 45 | 46 | 44 | 45 | 46 | 44 |
Avg Bars in Losers | 34 | 33 | 34 | 34 | 33 | 34 |
Bars Traded | 14133 | 7113 | 7020 | 14133 | 7113 | 7020 |
Profit Streak | 148.4494 | 208.6161 | 148.4494 | 148.4494 | 208.6161 | 148.4494 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406641 | -2435 | -155623 | -215726 | -74904 | -579361 |
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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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