Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 587253.0906 | 506405.6287 | 80847.4619 | 180337.1258 | 524453.1096 | -344115.9838 |
Total P&L (%) | 587.2531 | 506.4056 | 80.8475 | 180.3371 | 524.4531 | -344.116 |
Avg Daily Profit (%) | 0.2344 | 0.2022 | 0.0323 | 0.0412 | 0.0731 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -304717 | -174232 | -267074 | -615742 | -229224 | -760341 |
Profit Factor | 1.3977 | 1.6813 | 1.1103 | 1.0703 | 1.4505 | 0.7545 |
Total Trades | 354 | 177 | 177 | 354 | 177 | 177 |
Winning Trades | 137 | 63 | 74 | 137 | 63 | 74 |
Losing Trades | 217 | 114 | 103 | 217 | 114 | 103 |
Profitability (%) | 38.7006 | 35.5932 | 41.8079 | 38.7006 | 35.5932 | 41.8079 |
Ratio Avg Win / Avg Loss | 2.2139 | 3.0424 | 1.5454 | 1.6953 | 2.6248 | 1.0502 |
Largest Winning Trade | 308808 | 308808 | 36788 | 422916 | 422916 | 111666 |
Largest Losing Trade | -37569 | -30923 | -37569 | -98035 | -83022 | -98035 |
Avg Bars in Trades | 13 | 14 | 13 | 13 | 14 | 13 |
Avg Bars in Winners | 22 | 24 | 20 | 22 | 24 | 20 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 4931 | 2566 | 2365 | 4931 | 2566 | 2365 |
Profit Streak | 22.3583 | 22.3583 | 22.8583 | 22.3583 | 22.3583 | 22.8583 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320454 | 246105 | -249886 | -281256 | -97147 | -581100 |
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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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