Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432989.2673 | 322541.65 | 110447.6174 | 497055.3499 | 512050.9081 | -14995.5582 |
Total P&L (%) | 432.9893 | 322.5417 | 110.4476 | 497.0554 | 512.0509 | -14.9956 |
Avg Daily Profit (%) | 0.3562 | 0.2653 | 0.0908 | 0.1471 | 0.1491 | -0.0134 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142645 | -76663 | -120060 | -653215 | -424216 | -641106 |
Profit Factor | 1.3333 | 1.5048 | 1.1673 | 1.1014 | 1.2198 | 0.9942 |
Total Trades | 395 | 197 | 198 | 395 | 197 | 198 |
Winning Trades | 184 | 89 | 95 | 184 | 89 | 95 |
Losing Trades | 211 | 108 | 103 | 211 | 108 | 103 |
Profitability (%) | 46.5823 | 45.1777 | 47.9798 | 46.5823 | 45.1777 | 47.9798 |
Ratio Avg Win / Avg Loss | 1.5289 | 1.826 | 1.2656 | 1.263 | 1.4802 | 1.0779 |
Largest Winning Trade | 102935 | 102935 | 37077 | 274807 | 274807 | 108826 |
Largest Losing Trade | -39836 | -39836 | -26905 | -137848 | -135773 | -137848 |
Avg Bars in Trades | 12 | 12 | 11 | 12 | 12 | 11 |
Avg Bars in Winners | 14 | 13 | 14 | 14 | 13 | 14 |
Avg Bars in Losers | 10 | 11 | 9 | 10 | 11 | 9 |
Bars Traded | 4839 | 2467 | 2372 | 4839 | 2467 | 2372 |
Profit Streak | 15.3017 | 15.3017 | 15.5517 | 15.3017 | 15.3017 | 15.5517 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462779 | 363151 | -107122 | -103186 | 198019 | -578067 |
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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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