Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 609382.0517 | 538817.0928 | 70564.9589 | -71013.206 | 187431.4971 | -258444.7031 |
Total P&L (%) | 609.3821 | 538.8171 | 70.565 | -71.0132 | 187.4315 | -258.4447 |
Avg Daily Profit (%) | 0.4138 | 0.3659 | 0.0479 | -0.0841 | 0.0717 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187174 | -154387 | -124958 | -817749 | -877871 | -666883 |
Profit Factor | 1.3417 | 1.5576 | 1.0864 | 0.9869 | 1.0651 | 0.8984 |
Total Trades | 469 | 234 | 235 | 469 | 234 | 235 |
Winning Trades | 268 | 123 | 145 | 268 | 123 | 145 |
Losing Trades | 201 | 111 | 90 | 201 | 111 | 90 |
Profitability (%) | 57.1429 | 52.5641 | 61.7021 | 57.1429 | 52.5641 | 61.7021 |
Ratio Avg Win / Avg Loss | 1.0063 | 1.4057 | 0.6743 | 0.7402 | 0.9612 | 0.5576 |
Largest Winning Trade | 489512 | 489512 | 39754 | 601545 | 601545 | 143995 |
Largest Losing Trade | -79903 | -28831 | -79903 | -452355 | -221408 | -452355 |
Avg Bars in Trades | 12 | 15 | 9 | 12 | 15 | 9 |
Avg Bars in Winners | 10 | 12 | 9 | 10 | 12 | 9 |
Avg Bars in Losers | 14 | 17 | 10 | 14 | 17 | 10 |
Bars Traded | 5833 | 3524 | 2309 | 5833 | 3524 | 2309 |
Profit Streak | 15.76 | 24.26 | 15.76 | 15.76 | 24.26 | 15.76 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 537463 | 483207 | -253038 | -576052 | -245398 | -577729 |
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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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