Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470604.562 | 442641.7098 | 27962.8522 | 21338.3813 | 23233.7412 | -1895.3599 |
Total P&L (%) | 470.6046 | 442.6417 | 27.9629 | 21.3384 | 23.2337 | -1.8954 |
Avg Daily Profit (%) | 0.1883 | 0.1771 | 0.0112 | 0.0077 | 0.0084 | -0.0008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174387 | -164480 | -89100 | -315678 | -288755 | -96086 |
Profit Factor | 1.4464 | 1.7165 | 1.0641 | 1.0163 | 1.0287 | 0.9962 |
Total Trades | 347 | 173 | 174 | 347 | 173 | 174 |
Winning Trades | 156 | 74 | 82 | 156 | 74 | 82 |
Losing Trades | 191 | 99 | 92 | 191 | 99 | 92 |
Profitability (%) | 44.9568 | 42.7746 | 47.1264 | 44.9568 | 42.7746 | 47.1264 |
Ratio Avg Win / Avg Loss | 1.7709 | 2.2965 | 1.1938 | 1.2444 | 1.3763 | 1.1177 |
Largest Winning Trade | 251249 | 251249 | 54271 | 163394 | 163394 | 78382 |
Largest Losing Trade | -48575 | -34614 | -48575 | -78029 | -78029 | -34808 |
Avg Bars in Trades | 28 | 39 | 16 | 28 | 39 | 16 |
Avg Bars in Winners | 38 | 55 | 23 | 38 | 55 | 23 |
Avg Bars in Losers | 19 | 27 | 11 | 19 | 27 | 11 |
Bars Traded | 9727 | 6806 | 2921 | 9727 | 6806 | 2921 |
Profit Streak | 7.5712 | 0 | 9.5712 | 7.5712 | 0 | 9.5712 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375105 | 295885 | -331057 | -390239 | -377765 | -578929 |
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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) |
---|