Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325771.1481 | 314738.0485 | 11033.0996 | -21276.8474 | 75838.2018 | -97115.0492 |
Total P&L (%) | 325.7711 | 314.738 | 11.0331 | -21.2768 | 75.8382 | -97.115 |
Avg Daily Profit (%) | 0.1827 | 0.1766 | 0.0062 | -0.0134 | 0.0317 | -0.1987 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213827 | -66543 | -234984 | -244141 | -73125 | -236528 |
Profit Factor | 1.1793 | 1.3677 | 1.0115 | 0.9859 | 1.1118 | 0.8831 |
Total Trades | 425 | 213 | 212 | 425 | 213 | 212 |
Winning Trades | 185 | 96 | 89 | 185 | 96 | 89 |
Losing Trades | 240 | 117 | 123 | 240 | 117 | 123 |
Profitability (%) | 43.5294 | 45.0704 | 41.9811 | 43.5294 | 45.0704 | 41.9811 |
Ratio Avg Win / Avg Loss | 1.5298 | 1.6669 | 1.3979 | 1.279 | 1.3551 | 1.2205 |
Largest Winning Trade | 83945 | 83945 | 59605 | 54167 | 46218 | 54167 |
Largest Losing Trade | -36431 | -34173 | -36431 | -48606 | -30312 | -48606 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 15 | 13 | 17 | 15 | 13 | 17 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 5266 | 2422 | 2844 | 5266 | 2422 | 2844 |
Profit Streak | 15.8753 | 15.8753 | 18.8753 | 15.8753 | 15.8753 | 18.8753 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13706 | 307015 | -527819 | -578058 | -248580 | -580837 |
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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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