Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 529393.1689 | 335887.011 | 193506.1579 | 384717.5442 | -90670.9229 | 475388.4671 |
Total P&L (%) | 529.3932 | 335.887 | 193.5062 | 384.7175 | -90.6709 | 475.3885 |
Avg Daily Profit (%) | 0.2912 | 0.1848 | 0.1064 | 0.0869 | -0.1304 | 0.0963 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117851 | -126060 | -59979 | -1490828 | -1158945 | -671915 |
Profit Factor | 1.4616 | 1.5346 | 1.3732 | 1.0454 | 0.9799 | 1.1204 |
Total Trades | 455 | 227 | 228 | 455 | 227 | 228 |
Winning Trades | 196 | 88 | 108 | 196 | 88 | 108 |
Losing Trades | 259 | 139 | 120 | 259 | 139 | 120 |
Profitability (%) | 43.0769 | 38.7665 | 47.3684 | 43.0769 | 38.7665 | 47.3684 |
Ratio Avg Win / Avg Loss | 1.9314 | 2.4239 | 1.5257 | 1.3815 | 1.5479 | 1.2449 |
Largest Winning Trade | 313705 | 313705 | 55356 | 684715 | 684715 | 413366 |
Largest Losing Trade | -22320 | -22320 | -12999 | -225082 | -225082 | -167957 |
Avg Bars in Trades | 47 | 41 | 53 | 47 | 41 | 53 |
Avg Bars in Winners | 62 | 54 | 68 | 62 | 54 | 68 |
Avg Bars in Losers | 36 | 32 | 39 | 36 | 32 | 39 |
Bars Traded | 21597 | 9408 | 12189 | 21597 | 9408 | 12189 |
Profit Streak | 30.9577 | 44.7077 | 30.9577 | 30.9577 | 44.7077 | 30.9577 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441191 | 283582 | -48164 | -246279 | -580242 | -151396 |
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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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