Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330007.3353 | 220274.5557 | 109732.7797 | 174225.8493 | 427821.9998 | -253596.1505 |
Total P&L (%) | 330.0073 | 220.2746 | 109.7328 | 174.2258 | 427.822 | -253.5962 |
Avg Daily Profit (%) | 0.241 | 0.1609 | 0.0801 | 0.0737 | 0.1216 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151813 | -150520 | -105950 | -622336 | -502745 | -646441 |
Profit Factor | 1.1988 | 1.2541 | 1.1383 | 1.0327 | 1.167 | 0.9084 |
Total Trades | 697 | 349 | 348 | 697 | 349 | 348 |
Winning Trades | 308 | 138 | 170 | 308 | 138 | 170 |
Losing Trades | 389 | 211 | 178 | 389 | 211 | 178 |
Profitability (%) | 44.1894 | 39.5415 | 48.8506 | 44.1894 | 39.5415 | 48.8506 |
Ratio Avg Win / Avg Loss | 1.514 | 1.9175 | 1.1919 | 1.3043 | 1.7844 | 0.9511 |
Largest Winning Trade | 125398 | 125398 | 38438 | 179458 | 179458 | 89104 |
Largest Losing Trade | -23605 | -19633 | -23605 | -101185 | -67255 | -101185 |
Avg Bars in Trades | 7 | 8 | 7 | 7 | 8 | 7 |
Avg Bars in Winners | 10 | 11 | 9 | 10 | 11 | 9 |
Avg Bars in Losers | 5 | 6 | 5 | 5 | 6 | 5 |
Bars Traded | 5330 | 2807 | 2523 | 5330 | 2807 | 2523 |
Profit Streak | 3.2361 | 3.2361 | 4.4861 | 3.2361 | 3.2361 | 4.4861 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301651 | 171196 | -153018 | -277907 | -69824 | -579449 |
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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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