Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522677.3743 | 440419.1407 | 82258.2336 | 286123.5374 | 582043.1305 | -295919.5931 |
Total P&L (%) | 522.6774 | 440.4191 | 82.2582 | 286.1235 | 582.0431 | -295.9196 |
Avg Daily Profit (%) | 0.2806 | 0.2365 | 0.0442 | 0.0726 | 0.1031 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121376 | -67194 | -134824 | -863011 | -193919 | -789246 |
Profit Factor | 1.2744 | 1.5032 | 1.0799 | 1.057 | 1.2562 | 0.8923 |
Total Trades | 477 | 238 | 239 | 477 | 238 | 239 |
Winning Trades | 182 | 93 | 89 | 182 | 93 | 89 |
Losing Trades | 295 | 145 | 150 | 295 | 145 | 150 |
Profitability (%) | 38.1551 | 39.0756 | 37.2385 | 38.1551 | 39.0756 | 37.2385 |
Ratio Avg Win / Avg Loss | 2.0656 | 2.3437 | 1.82 | 1.7133 | 1.9586 | 1.5039 |
Largest Winning Trade | 75249 | 75249 | 50356 | 392496 | 392496 | 146865 |
Largest Losing Trade | -48959 | -21663 | -48959 | -250435 | -89620 | -250435 |
Avg Bars in Trades | 15 | 15 | 14 | 15 | 15 | 14 |
Avg Bars in Winners | 24 | 24 | 24 | 24 | 24 | 24 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 7226 | 3753 | 3473 | 7226 | 3753 | 3473 |
Profit Streak | 13.2061 | 0 | 30.7061 | 13.2061 | 0 | 30.7061 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307281 | 255194 | -268445 | -254010 | -57228 | -580989 |
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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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