Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 555260.6218 | 459970.3732 | 95290.2487 | 38680.2161 | 105768.1014 | -67087.8853 |
Total P&L (%) | 555.2606 | 459.9704 | 95.2902 | 38.6802 | 105.7681 | -67.0879 |
Avg Daily Profit (%) | 0.3742 | 0.31 | 0.0642 | 0.022 | 0.0486 | -0.0749 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117573 | -156402 | -65441 | -328604 | -266830 | -190265 |
Profit Factor | 1.481 | 1.7709 | 1.1708 | 1.0155 | 1.0862 | 0.9471 |
Total Trades | 285 | 142 | 143 | 285 | 142 | 143 |
Winning Trades | 104 | 40 | 64 | 104 | 40 | 64 |
Losing Trades | 181 | 102 | 79 | 181 | 102 | 79 |
Profitability (%) | 36.4912 | 28.169 | 44.7552 | 36.4912 | 28.169 | 44.7552 |
Ratio Avg Win / Avg Loss | 2.5775 | 4.5158 | 1.4453 | 1.7674 | 2.7698 | 1.1691 |
Largest Winning Trade | 451274 | 451274 | 39745 | 205463 | 205463 | 83466 |
Largest Losing Trade | -32842 | -17905 | -32842 | -80050 | -38028 | -80050 |
Avg Bars in Trades | 15 | 13 | 17 | 15 | 13 | 17 |
Avg Bars in Winners | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 4402 | 1852 | 2550 | 4402 | 1852 | 2550 |
Profit Streak | 14.4756 | 0 | 17.4756 | 14.4756 | 0 | 17.4756 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321641 | -3828 | -141147 | -371021 | -268281 | -580480 |
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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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