Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378086.4666 | 283776.1873 | 94310.2793 | 32795.4662 | 198014.4725 | -165219.0063 |
Total P&L (%) | 378.0865 | 283.7762 | 94.3103 | 32.7955 | 198.0145 | -165.219 |
Avg Daily Profit (%) | 0.3716 | 0.2789 | 0.0927 | 0.0279 | 0.1074 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121635 | -92133 | -99984 | -562313 | -128200 | -509056 |
Profit Factor | 1.2073 | 1.3362 | 1.0963 | 1.0129 | 1.1828 | 0.8869 |
Total Trades | 736 | 368 | 368 | 736 | 368 | 368 |
Winning Trades | 381 | 179 | 202 | 381 | 179 | 202 |
Losing Trades | 355 | 189 | 166 | 355 | 189 | 166 |
Profitability (%) | 51.7663 | 48.6413 | 54.8913 | 51.7663 | 48.6413 | 54.8913 |
Ratio Avg Win / Avg Loss | 1.1249 | 1.4108 | 0.9009 | 0.9438 | 1.2489 | 0.7289 |
Largest Winning Trade | 232711 | 232711 | 34658 | 168233 | 168233 | 57458 |
Largest Losing Trade | -63866 | -19528 | -63866 | -245932 | -66088 | -245932 |
Avg Bars in Trades | 8 | 6 | 10 | 8 | 6 | 10 |
Avg Bars in Winners | 8 | 6 | 10 | 8 | 6 | 10 |
Avg Bars in Losers | 7 | 6 | 9 | 7 | 6 | 9 |
Bars Traded | 6076 | 2367 | 3709 | 6076 | 2367 | 3709 |
Profit Streak | 6.0482 | 0 | 7.0482 | 6.0482 | 0 | 7.0482 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 491530 | 349863 | -182529 | -361456 | -67971 | -577814 |
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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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