Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663316.5624 | 570302.5988 | 93013.9637 | 260628.237 | 285770.0908 | -25141.8538 |
Total P&L (%) | 663.3166 | 570.3026 | 93.014 | 260.6282 | 285.7701 | -25.1419 |
Avg Daily Profit (%) | 0.2868 | 0.2466 | 0.0402 | 0.0555 | 0.0584 | -0.0125 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -218444 | -120349 | -344552 | -403080 | -270167 | -563165 |
Profit Factor | 1.2751 | 1.5311 | 1.0696 | 1.0715 | 1.1689 | 0.9871 |
Total Trades | 572 | 286 | 286 | 572 | 286 | 286 |
Winning Trades | 238 | 116 | 122 | 238 | 116 | 122 |
Losing Trades | 334 | 170 | 164 | 334 | 170 | 164 |
Profitability (%) | 41.6084 | 40.5594 | 42.6573 | 41.6084 | 40.5594 | 42.6573 |
Ratio Avg Win / Avg Loss | 1.7895 | 2.2439 | 1.4378 | 1.5036 | 1.7131 | 1.327 |
Largest Winning Trade | 165644 | 165644 | 59188 | 148739 | 131826 | 148739 |
Largest Losing Trade | -34396 | -20746 | -34396 | -99550 | -74850 | -99550 |
Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Winners | 18 | 16 | 19 | 18 | 16 | 19 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 6925 | 3265 | 3660 | 6925 | 3265 | 3660 |
Profit Streak | 10.6912 | 0 | 12.3579 | 10.6912 | 0 | 12.3579 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377032 | 309234 | -284213 | -259005 | -151007 | -580130 |
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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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