Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423117.1833 | 366900.0563 | 56217.127 | 60769.651 | -47051.698 | 107821.349 |
Total P&L (%) | 423.1172 | 366.9001 | 56.2171 | 60.7697 | -47.0517 | 107.8213 |
Avg Daily Profit (%) | 0.2615 | 0.2268 | 0.0347 | 0.0293 | -0.0393 | 0.0452 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -241713 | -241307 | -99743 | -1037485 | -1244333 | -304711 |
Profit Factor | 1.2647 | 1.3146 | 1.13 | 1.0119 | 0.9878 | 1.0874 |
Total Trades | 611 | 305 | 306 | 611 | 305 | 306 |
Winning Trades | 244 | 104 | 140 | 244 | 104 | 140 |
Losing Trades | 367 | 201 | 166 | 367 | 201 | 166 |
Profitability (%) | 39.9345 | 34.0984 | 45.7516 | 39.9345 | 34.0984 | 45.7516 |
Ratio Avg Win / Avg Loss | 1.9022 | 2.5407 | 1.3399 | 1.522 | 1.9092 | 1.2894 |
Largest Winning Trade | 129296 | 129296 | 22161 | 349999 | 349999 | 126979 |
Largest Losing Trade | -39389 | -36243 | -39389 | -265872 | -265872 | -70541 |
Avg Bars in Trades | 31 | 58 | 4 | 31 | 58 | 4 |
Avg Bars in Winners | 45 | 100 | 4 | 45 | 100 | 4 |
Avg Bars in Losers | 22 | 37 | 4 | 22 | 37 | 4 |
Bars Traded | 19245 | 17976 | 1269 | 19245 | 17976 | 1269 |
Profit Streak | 470.2351 | 470.4017 | 470.2351 | 470.2351 | 470.4017 | 470.2351 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337122 | 164662 | -224625 | -360351 | -582560 | -256638 |
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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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