Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 570224.4084 | 486368.442 | 83855.9664 | 251309.2496 | 428477.0567 | -177167.8071 |
Total P&L (%) | 570.2244 | 486.3684 | 83.856 | 251.3093 | 428.4771 | -177.1678 |
Avg Daily Profit (%) | 0.2738 | 0.2336 | 0.0403 | 0.0604 | 0.08 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161281 | -94893 | -143770 | -927283 | -363904 | -779372 |
Profit Factor | 1.4314 | 1.7986 | 1.1176 | 1.0481 | 1.1804 | 0.9378 |
Total Trades | 341 | 171 | 170 | 341 | 171 | 170 |
Winning Trades | 166 | 85 | 81 | 166 | 85 | 81 |
Losing Trades | 175 | 86 | 89 | 175 | 86 | 89 |
Profitability (%) | 48.6804 | 49.7076 | 47.6471 | 48.6804 | 49.7076 | 47.6471 |
Ratio Avg Win / Avg Loss | 1.509 | 1.8197 | 1.228 | 1.1049 | 1.1943 | 1.0304 |
Largest Winning Trade | 236786 | 236786 | 47050 | 316837 | 316837 | 218981 |
Largest Losing Trade | -52747 | -41110 | -52747 | -389603 | -227364 | -389603 |
Avg Bars in Trades | 72 | 73 | 71 | 72 | 73 | 71 |
Avg Bars in Winners | 85 | 88 | 82 | 85 | 88 | 82 |
Avg Bars in Losers | 59 | 58 | 61 | 59 | 58 | 61 |
Bars Traded | 24679 | 12526 | 12152 | 24679 | 12526 | 12152 |
Profit Streak | 15.3644 | 20.8644 | 0 | 15.3644 | 20.8644 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450701 | 435537 | -230818 | -278093 | -107518 | -579691 |
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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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