Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 440026.0826 | 388002.1432 | 52023.9394 | 139770.7692 | 457252.3845 | -317481.6153 |
Total P&L (%) | 440.0261 | 388.0021 | 52.0239 | 139.7708 | 457.2524 | -317.4816 |
Avg Daily Profit (%) | 0.1754 | 0.1547 | 0.0207 | 0.0349 | 0.0685 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149661 | -90187 | -124304 | -496151 | -320540 | -433878 |
Profit Factor | 1.2765 | 1.4994 | 1.0639 | 1.0331 | 1.2352 | 0.861 |
Total Trades | 414 | 207 | 207 | 414 | 207 | 207 |
Winning Trades | 167 | 80 | 87 | 167 | 80 | 87 |
Losing Trades | 247 | 127 | 120 | 247 | 127 | 120 |
Profitability (%) | 40.3382 | 38.6473 | 42.029 | 40.3382 | 38.6473 | 42.029 |
Ratio Avg Win / Avg Loss | 1.8881 | 2.3803 | 1.4674 | 1.5279 | 1.9608 | 1.1876 |
Largest Winning Trade | 218915 | 218915 | 46031 | 315055 | 315055 | 127481 |
Largest Losing Trade | -38929 | -20089 | -38929 | -194266 | -93386 | -194266 |
Avg Bars in Trades | 23 | 24 | 23 | 23 | 24 | 23 |
Avg Bars in Winners | 36 | 38 | 34 | 36 | 38 | 34 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 9932 | 5045 | 4887 | 9932 | 5045 | 4887 |
Profit Streak | 39.9679 | 39.9679 | 40.4679 | 39.9679 | 39.9679 | 40.4679 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308674 | 237083 | -317904 | -329261 | -103738 | -580417 |
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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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