Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476942.9239 | 465050.6204 | 11892.3034 | -82022.6911 | -234703.4135 | 152680.7225 |
Total P&L (%) | 476.9429 | 465.0506 | 11.8923 | -82.0227 | -234.7034 | 152.6807 |
Avg Daily Profit (%) | 0.3239 | 0.3158 | 0.0081 | -0.1165 | 0 | 0.063 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -338039 | -202264 | -194428 | -1576063 | -1501995 | -1315647 |
Profit Factor | 1.3023 | 1.5034 | 1.0182 | 0.9913 | 0.9561 | 1.0373 |
Total Trades | 412 | 206 | 206 | 412 | 206 | 206 |
Winning Trades | 196 | 91 | 105 | 196 | 91 | 105 |
Losing Trades | 216 | 115 | 101 | 216 | 115 | 101 |
Profitability (%) | 47.5728 | 44.1748 | 50.9709 | 47.5728 | 44.1748 | 50.9709 |
Ratio Avg Win / Avg Loss | 1.4351 | 1.8999 | 0.9794 | 1.0925 | 1.2082 | 0.9978 |
Largest Winning Trade | 507890 | 507890 | 37391 | 558696 | 558696 | 274973 |
Largest Losing Trade | -40174 | -35812 | -40174 | -588173 | -399597 | -588173 |
Avg Bars in Trades | 21 | 23 | 19 | 21 | 23 | 19 |
Avg Bars in Winners | 22 | 23 | 22 | 22 | 23 | 22 |
Avg Bars in Losers | 19 | 22 | 16 | 19 | 22 | 16 |
Bars Traded | 8680 | 4740 | 3940 | 8680 | 4740 | 3940 |
Profit Streak | 0 | 0 | 7.0918 | 0 | 0 | 7.0918 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369544 | 345031 | -489529 | -577623 | -580576 | -288397 |
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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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