Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435201.4575 | 382169.9101 | 53031.5474 | -61548.0503 | -106498.7527 | 44950.7023 |
Total P&L (%) | 435.2015 | 382.1699 | 53.0315 | -61.5481 | -106.4988 | 44.9507 |
Avg Daily Profit (%) | 0.2944 | 0.2585 | 0.0359 | -0.0646 | 0 | 0.0251 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170509 | -132695 | -140967 | -594064 | -480129 | -311054 |
Profit Factor | 1.2174 | 1.3531 | 1.0577 | 0.984 | 0.9504 | 1.0263 |
Total Trades | 755 | 377 | 378 | 755 | 377 | 378 |
Winning Trades | 365 | 165 | 200 | 365 | 165 | 200 |
Losing Trades | 390 | 212 | 178 | 390 | 212 | 178 |
Profitability (%) | 48.3444 | 43.7666 | 52.9101 | 48.3444 | 43.7666 | 52.9101 |
Ratio Avg Win / Avg Loss | 1.3008 | 1.7385 | 0.9414 | 1.0514 | 1.2211 | 0.9134 |
Largest Winning Trade | 324923 | 324923 | 28686 | 371614 | 371614 | 72805 |
Largest Losing Trade | -44504 | -38020 | -44504 | -117676 | -117676 | -83097 |
Avg Bars in Trades | 23 | 25 | 21 | 23 | 25 | 21 |
Avg Bars in Winners | 25 | 27 | 24 | 25 | 27 | 24 |
Avg Bars in Losers | 20 | 23 | 16 | 20 | 23 | 16 |
Bars Traded | 17444 | 9489 | 7955 | 17444 | 9489 | 7955 |
Profit Streak | 8.2891 | 0 | 9.0391 | 8.2891 | 0 | 9.0391 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441277 | 320748 | -302077 | -574861 | -579842 | -351615 |
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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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