Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415470.1771 | 353584.3498 | 61885.8272 | 24903.7712 | 214428.6999 | -189524.9287 |
Total P&L (%) | 415.4702 | 353.5844 | 61.8858 | 24.9038 | 214.4287 | -189.5249 |
Avg Daily Profit (%) | 0.2221 | 0.189 | 0.0331 | 0.0119 | 0.0612 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130394 | -101774 | -111202 | -277490 | -184126 | -307159 |
Profit Factor | 1.2699 | 1.4513 | 1.0819 | 1.0101 | 1.1767 | 0.8499 |
Total Trades | 439 | 219 | 220 | 439 | 219 | 220 |
Winning Trades | 197 | 89 | 108 | 197 | 89 | 108 |
Losing Trades | 242 | 130 | 112 | 242 | 130 | 112 |
Profitability (%) | 44.8747 | 40.6393 | 49.0909 | 44.8747 | 40.6393 | 49.0909 |
Ratio Avg Win / Avg Loss | 1.56 | 2.1199 | 1.122 | 1.2408 | 1.7188 | 0.8814 |
Largest Winning Trade | 144082 | 144082 | 54252 | 211893 | 211893 | 70637 |
Largest Losing Trade | -43953 | -29180 | -43953 | -142830 | -59293 | -142830 |
Avg Bars in Trades | 12 | 10 | 13 | 12 | 10 | 13 |
Avg Bars in Winners | 18 | 16 | 19 | 18 | 16 | 19 |
Avg Bars in Losers | 7 | 6 | 8 | 7 | 6 | 8 |
Bars Traded | 5343 | 2362 | 2981 | 5343 | 2362 | 2981 |
Profit Streak | 3.2614 | 0 | 29.2614 | 3.2614 | 0 | 29.2614 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305942 | 247483 | -277670 | -390364 | -138973 | -578756 |
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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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