Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 628772.1127 | 529361.0581 | 99411.0545 | -6225.897 | -145992.6518 | 139766.7548 |
Total P&L (%) | 628.7721 | 529.3611 | 99.4111 | -6.2259 | -145.9927 | 139.7668 |
Avg Daily Profit (%) | 0.4252 | 0.358 | 0.0672 | -0.0043 | 0 | 0.0592 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166121 | -157196 | -106805 | -1010198 | -723427 | -625247 |
Profit Factor | 1.377 | 1.5347 | 1.1467 | 0.999 | 0.9614 | 1.0525 |
Total Trades | 466 | 233 | 233 | 466 | 233 | 233 |
Winning Trades | 204 | 100 | 104 | 204 | 100 | 104 |
Losing Trades | 262 | 133 | 129 | 262 | 133 | 129 |
Profitability (%) | 43.7768 | 42.9185 | 44.6352 | 43.7768 | 42.9185 | 44.6352 |
Ratio Avg Win / Avg Loss | 1.7686 | 2.0412 | 1.4223 | 1.2831 | 1.2787 | 1.3055 |
Largest Winning Trade | 597238 | 597238 | 32942 | 349605 | 349605 | 124562 |
Largest Losing Trade | -33600 | -23778 | -33600 | -164080 | -160021 | -164080 |
Avg Bars in Trades | 37 | 42 | 32 | 37 | 42 | 32 |
Avg Bars in Winners | 48 | 51 | 46 | 48 | 51 | 46 |
Avg Bars in Losers | 28 | 36 | 20 | 28 | 36 | 20 |
Bars Traded | 17461 | 9929 | 7532 | 17461 | 9929 | 7532 |
Profit Streak | 8.9131 | 0 | 12.3298 | 8.9131 | 0 | 12.3298 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443235 | 357375 | -163149 | -578427 | -581201 | -277562 |
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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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