Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326869.218 | 274922.3868 | 51946.8313 | -88291.5312 | 589388.4712 | -677680.0024 |
Total P&L (%) | 326.8692 | 274.9224 | 51.9468 | -88.2915 | 589.3885 | -677.68 |
Avg Daily Profit (%) | 0.222 | 0.1867 | 0.0353 | -0.1456 | 0.1312 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -239475 | -124114 | -165445 | -1216961 | -461300 | -1297089 |
Profit Factor | 1.188 | 1.3254 | 1.0582 | 0.9849 | 1.2384 | 0.8 |
Total Trades | 437 | 218 | 219 | 437 | 218 | 219 |
Winning Trades | 251 | 115 | 136 | 251 | 115 | 136 |
Losing Trades | 186 | 103 | 83 | 186 | 103 | 83 |
Profitability (%) | 57.4371 | 52.7523 | 62.1005 | 57.4371 | 52.7523 | 62.1005 |
Ratio Avg Win / Avg Loss | 0.8804 | 1.1871 | 0.6458 | 0.7299 | 1.1091 | 0.4883 |
Largest Winning Trade | 181878 | 181878 | 52540 | 308475 | 308475 | 277002 |
Largest Losing Trade | -89966 | -27747 | -89966 | -862353 | -190529 | -862353 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Losers | 15 | 16 | 13 | 15 | 16 | 13 |
Bars Traded | 5831 | 2941 | 2890 | 5831 | 2941 | 2890 |
Profit Streak | 16.7108 | 25.7108 | 16.7108 | 16.7108 | 25.7108 | 16.7108 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2943 | 359535 | -302190 | -576183 | -15509 | -577768 |
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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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