Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 453446.3785 | 383292.3079 | 70154.0706 | 125300.8404 | 715396.9076 | -590096.0672 |
Total P&L (%) | 453.4464 | 383.2923 | 70.1541 | 125.3008 | 715.3969 | -590.0961 |
Avg Daily Profit (%) | 0.1812 | 0.1531 | 0.028 | 0.0325 | 0.0839 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195333 | -108991 | -175956 | -1170881 | -708076 | -974135 |
Profit Factor | 1.2833 | 1.4828 | 1.0869 | 1.019 | 1.226 | 0.8286 |
Total Trades | 393 | 196 | 197 | 393 | 196 | 197 |
Winning Trades | 170 | 82 | 88 | 170 | 82 | 88 |
Losing Trades | 223 | 114 | 109 | 223 | 114 | 109 |
Profitability (%) | 43.257 | 41.8367 | 44.6701 | 43.257 | 41.8367 | 44.6701 |
Ratio Avg Win / Avg Loss | 1.6833 | 2.0615 | 1.3463 | 1.3366 | 1.7044 | 1.0264 |
Largest Winning Trade | 213417 | 213417 | 40289 | 569889 | 569889 | 112648 |
Largest Losing Trade | -35512 | -35390 | -35512 | -248350 | -248350 | -222668 |
Avg Bars in Trades | 18 | 19 | 18 | 18 | 19 | 18 |
Avg Bars in Winners | 26 | 27 | 24 | 26 | 27 | 24 |
Avg Bars in Losers | 13 | 13 | 12 | 13 | 13 | 12 |
Bars Traded | 7406 | 3830 | 3576 | 7406 | 3830 | 3576 |
Profit Streak | 19.4704 | 0 | 42.8037 | 19.4704 | 0 | 42.8037 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317532 | 255834 | -280660 | -348935 | -82239 | -579443 |
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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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