Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472712.0326 | 514616.5781 | -41904.5455 | -21566.5341 | 499886.8258 | -521453.3599 |
Total P&L (%) | 472.712 | 514.6166 | -41.9045 | -21.5665 | 499.8868 | -521.4534 |
Avg Daily Profit (%) | 0.227 | 0.2471 | -0.0201 | -0.0117 | 0.0861 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215464 | -133803 | -278971 | -981500 | -487654 | -955642 |
Profit Factor | 1.2322 | 1.547 | 0.9617 | 0.9971 | 1.1422 | 0.8686 |
Total Trades | 536 | 268 | 268 | 536 | 268 | 268 |
Winning Trades | 240 | 115 | 125 | 240 | 115 | 125 |
Losing Trades | 296 | 153 | 143 | 296 | 153 | 143 |
Profitability (%) | 44.7761 | 42.9104 | 46.6418 | 44.7761 | 42.9104 | 46.6418 |
Ratio Avg Win / Avg Loss | 1.5197 | 2.0581 | 1.1002 | 1.2298 | 1.5196 | 0.9936 |
Largest Winning Trade | 231789 | 231789 | 57168 | 347865 | 347865 | 147021 |
Largest Losing Trade | -39333 | -29957 | -39333 | -219810 | -126112 | -219810 |
Avg Bars in Trades | 46 | 45 | 46 | 46 | 45 | 46 |
Avg Bars in Winners | 59 | 59 | 59 | 59 | 59 | 59 |
Avg Bars in Losers | 35 | 35 | 35 | 35 | 35 | 35 |
Bars Traded | 24785 | 12275 | 12510 | 24785 | 12275 | 12510 |
Profit Streak | 22.5009 | 22.5009 | 22.9176 | 22.5009 | 22.5009 | 22.9176 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375950 | 352138 | -579024 | -577300 | -142403 | -580690 |
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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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