Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336340.4161 | 277043.6719 | 59296.7443 | 63186.6804 | 102765.0122 | -39578.3318 |
Total P&L (%) | 336.3404 | 277.0437 | 59.2967 | 63.1867 | 102.765 | -39.5783 |
Avg Daily Profit (%) | 0.2764 | 0.2277 | 0.0487 | 0.0403 | 0.0581 | -0.0414 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191639 | -150185 | -69904 | -621319 | -477787 | -223638 |
Profit Factor | 1.2504 | 1.2608 | 1.211 | 1.0222 | 1.0454 | 0.932 |
Total Trades | 483 | 241 | 242 | 483 | 241 | 242 |
Winning Trades | 216 | 107 | 109 | 216 | 107 | 109 |
Losing Trades | 267 | 134 | 133 | 267 | 134 | 133 |
Profitability (%) | 44.7205 | 44.3983 | 45.0413 | 44.7205 | 44.3983 | 45.0413 |
Ratio Avg Win / Avg Loss | 1.5456 | 1.579 | 1.4776 | 1.2635 | 1.3092 | 1.1373 |
Largest Winning Trade | 115166 | 115166 | 24401 | 206906 | 206906 | 25006 |
Largest Losing Trade | -43584 | -43584 | -21095 | -91038 | -91038 | -43254 |
Avg Bars in Trades | 29 | 54 | 5 | 29 | 54 | 5 |
Avg Bars in Winners | 35 | 64 | 6 | 35 | 64 | 6 |
Avg Bars in Losers | 25 | 46 | 4 | 25 | 46 | 4 |
Bars Traded | 14486 | 13158 | 1328 | 14486 | 13158 | 1328 |
Profit Streak | 8.3297 | 0 | 9.913 | 8.3297 | 0 | 9.913 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381129 | 264247 | -129286 | -334286 | -287419 | -579387 |
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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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