Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239992.631 | 233348.6733 | 6643.9577 | -155954.1884 | 55560.8612 | -211515.0496 |
Total P&L (%) | 239.9926 | 233.3487 | 6.644 | -155.9542 | 55.5609 | -211.5151 |
Avg Daily Profit (%) | 0.2304 | 0.224 | 0.0064 | 0 | 0.0424 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163353 | -95238 | -194002 | -430329 | -204015 | -381970 |
Profit Factor | 1.1662 | 1.358 | 1.0084 | 0.9187 | 1.0622 | 0.7936 |
Total Trades | 479 | 239 | 240 | 479 | 239 | 240 |
Winning Trades | 260 | 129 | 131 | 240 | 121 | 119 |
Losing Trades | 219 | 110 | 109 | 239 | 118 | 121 |
Profitability (%) | 54.2797 | 53.9749 | 54.5833 | 50.1044 | 50.6276 | 49.5833 |
Ratio Avg Win / Avg Loss | 0.9823 | 1.158 | 0.839 | 0.9148 | 1.0359 | 0.8069 |
Largest Winning Trade | 69451 | 69451 | 37794 | 70903 | 70903 | 49910 |
Largest Losing Trade | -113184 | -28639 | -113184 | -84717 | -71439 | -84717 |
Avg Bars in Trades | 51 | 47 | 55 | 51 | 47 | 55 |
Avg Bars in Winners | 49 | 45 | 53 | 50 | 45 | 54 |
Avg Bars in Losers | 54 | 50 | 57 | 52 | 50 | 55 |
Bars Traded | 24699 | 11461 | 13238 | 24699 | 11461 | 13238 |
Profit Streak | 4.3668 | 0 | 5.5751 | 0 | 19.7418 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -28302 | 341097 | -561047 | -578261 | -287026 | -580239 |
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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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