Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502127.8789 | 332906.5103 | 169221.3687 | 361292.4254 | 681662.8586 | -320370.4331 |
Total P&L (%) | 502.1279 | 332.9065 | 169.2214 | 361.2924 | 681.6629 | -320.3704 |
Avg Daily Profit (%) | 0.3385 | 0.2244 | 0.1141 | 0.1031 | 0.1387 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190480 | -169762 | -102929 | -1990462 | -1138436 | -1923278 |
Profit Factor | 1.3756 | 1.4574 | 1.2779 | 1.0279 | 1.1064 | 0.951 |
Total Trades | 424 | 212 | 212 | 424 | 212 | 212 |
Winning Trades | 196 | 95 | 101 | 196 | 95 | 101 |
Losing Trades | 228 | 117 | 111 | 228 | 117 | 111 |
Profitability (%) | 46.2264 | 44.8113 | 47.6415 | 46.2264 | 44.8113 | 47.6415 |
Ratio Avg Win / Avg Loss | 1.6002 | 1.7949 | 1.4044 | 1.1957 | 1.3627 | 1.0452 |
Largest Winning Trade | 162272 | 162272 | 33760 | 626111 | 626111 | 247502 |
Largest Losing Trade | -57183 | -36622 | -57183 | -1241979 | -395479 | -1241979 |
Avg Bars in Trades | 41 | 47 | 34 | 41 | 47 | 34 |
Avg Bars in Winners | 53 | 56 | 49 | 53 | 56 | 49 |
Avg Bars in Losers | 31 | 40 | 21 | 31 | 40 | 21 |
Bars Traded | 17500 | 10111 | 7389 | 17500 | 10111 | 7389 |
Profit Streak | 10.1198 | 0 | 83.6198 | 10.1198 | 0 | 83.6198 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442364 | 306822 | -39574 | -243741 | -112360 | -577928 |
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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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