Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268912.1832 | 261322.0032 | 7590.18 | -38648.597 | 326488.1494 | -365136.7464 |
Total P&L (%) | 268.9122 | 261.322 | 7.5902 | -38.6486 | 326.4881 | -365.1367 |
Avg Daily Profit (%) | 0.1662 | 0.1615 | 0.0047 | -0.0302 | 0.0897 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -258728 | -242716 | -141531 | -1322692 | -1009464 | -655511 |
Profit Factor | 1.1303 | 1.2249 | 1.0084 | 0.9941 | 1.0904 | 0.8762 |
Total Trades | 850 | 425 | 425 | 850 | 425 | 425 |
Winning Trades | 394 | 190 | 204 | 394 | 190 | 204 |
Losing Trades | 456 | 235 | 221 | 456 | 235 | 221 |
Profitability (%) | 46.3529 | 44.7059 | 48 | 46.3529 | 44.7059 | 48 |
Ratio Avg Win / Avg Loss | 1.3082 | 1.515 | 1.0925 | 1.1505 | 1.3487 | 0.9492 |
Largest Winning Trade | 116229 | 116229 | 46033 | 374658 | 374658 | 263020 |
Largest Losing Trade | -29403 | -29403 | -28658 | -303919 | -278651 | -303919 |
Avg Bars in Trades | 22 | 26 | 19 | 22 | 26 | 19 |
Avg Bars in Winners | 24 | 30 | 19 | 24 | 30 | 19 |
Avg Bars in Losers | 20 | 23 | 18 | 20 | 23 | 18 |
Bars Traded | 19263 | 11136 | 8126 | 19263 | 11136 | 8126 |
Profit Streak | 469.8249 | 469.8249 | 495.4083 | 469.8249 | 469.8249 | 495.4083 |
Trades During Streak | 4 | 2 | 7 | 4 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65167 | 319446 | -561018 | -574457 | -193443 | -578205 |
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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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