Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 778270.2835 | 607441.5057 | 170828.7778 | 498852.3922 | 746778.9938 | -247926.6016 |
Total P&L (%) | 778.2703 | 607.4415 | 170.8288 | 498.8524 | 746.779 | -247.9266 |
Avg Daily Profit (%) | 0.4154 | 0.3242 | 0.0912 | 0.0956 | 0.1141 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163710 | -148372 | -148659 | -871002 | -389119 | -883711 |
Profit Factor | 1.5738 | 1.9367 | 1.2413 | 1.1367 | 1.4934 | 0.8839 |
Total Trades | 253 | 127 | 126 | 253 | 127 | 126 |
Winning Trades | 130 | 64 | 66 | 130 | 64 | 66 |
Losing Trades | 123 | 63 | 60 | 123 | 63 | 60 |
Profitability (%) | 51.3834 | 50.3937 | 52.381 | 51.3834 | 50.3937 | 52.381 |
Ratio Avg Win / Avg Loss | 1.489 | 1.9064 | 1.1285 | 1.0755 | 1.4701 | 0.8036 |
Largest Winning Trade | 94674 | 94674 | 55574 | 246647 | 246647 | 141079 |
Largest Losing Trade | -84128 | -44259 | -84128 | -759703 | -152837 | -759703 |
Avg Bars in Trades | 43 | 46 | 39 | 43 | 46 | 39 |
Avg Bars in Winners | 45 | 50 | 41 | 45 | 50 | 41 |
Avg Bars in Losers | 40 | 42 | 38 | 40 | 42 | 38 |
Bars Traded | 10968 | 5935 | 5033 | 10968 | 5935 | 5033 |
Profit Streak | 20.5847 | 20.5847 | 25.7513 | 20.5847 | 20.5847 | 25.7513 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511109 | 473935 | -70873 | -132959 | -38615 | -580146 |
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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) |
---|