Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420679.9243 | 365815.6778 | 54864.2465 | 162197.0754 | 177066.7396 | -14869.6642 |
Total P&L (%) | 420.6799 | 365.8157 | 54.8642 | 162.1971 | 177.0667 | -14.8697 |
Avg Daily Profit (%) | 0.2019 | 0.1756 | 0.0263 | 0.0463 | 0.0489 | -0.0077 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146403 | -101747 | -230776 | -152971 | -95294 | -226122 |
Profit Factor | 1.2631 | 1.5044 | 1.0628 | 1.1131 | 1.2686 | 0.9808 |
Total Trades | 547 | 273 | 274 | 547 | 273 | 274 |
Winning Trades | 225 | 110 | 115 | 225 | 110 | 115 |
Losing Trades | 322 | 163 | 159 | 322 | 163 | 159 |
Profitability (%) | 41.1335 | 40.293 | 41.9708 | 41.1335 | 40.293 | 41.9708 |
Ratio Avg Win / Avg Loss | 1.8077 | 2.2292 | 1.4695 | 1.593 | 1.8798 | 1.3561 |
Largest Winning Trade | 193853 | 193853 | 46140 | 87796 | 87796 | 54913 |
Largest Losing Trade | -40030 | -21323 | -40030 | -33094 | -23020 | -33094 |
Avg Bars in Trades | 45 | 44 | 46 | 45 | 44 | 46 |
Avg Bars in Winners | 67 | 67 | 66 | 67 | 67 | 66 |
Avg Bars in Losers | 30 | 29 | 31 | 30 | 29 | 31 |
Bars Traded | 24925 | 12283 | 12642 | 24925 | 12283 | 12642 |
Profit Streak | 9.2357 | 9.2357 | 12.319 | 9.2357 | 9.2357 | 12.319 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344339 | 274352 | -310868 | -225127 | -128801 | -579844 |
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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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