Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408502.5106 | 321880.2145 | 86622.2961 | -7413.4314 | 503024.5876 | -510438.019 |
Total P&L (%) | 408.5025 | 321.8802 | 86.6223 | -7.4134 | 503.0246 | -510.438 |
Avg Daily Profit (%) | 0.2135 | 0.1682 | 0.0453 | -0.004 | 0.0939 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -244287 | -126270 | -133189 | -1263525 | -821845 | -935376 |
Profit Factor | 1.2716 | 1.5218 | 1.0977 | 0.9987 | 1.224 | 0.8531 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 194 | 95 | 99 | 194 | 95 | 99 |
Losing Trades | 158 | 81 | 77 | 158 | 81 | 77 |
Profitability (%) | 55.1136 | 53.9773 | 56.25 | 55.1136 | 53.9773 | 56.25 |
Ratio Avg Win / Avg Loss | 1.0357 | 1.2975 | 0.8537 | 0.8134 | 1.0436 | 0.6635 |
Largest Winning Trade | 82299 | 82299 | 31568 | 246816 | 225445 | 246816 |
Largest Losing Trade | -69706 | -47452 | -69706 | -520356 | -294397 | -520356 |
Avg Bars in Trades | 64 | 60 | 68 | 64 | 60 | 68 |
Avg Bars in Winners | 58 | 55 | 61 | 58 | 55 | 61 |
Avg Bars in Losers | 72 | 67 | 77 | 72 | 67 | 77 |
Bars Traded | 22751 | 10711 | 12040 | 22751 | 10711 | 12040 |
Profit Streak | 14.0803 | 14.0803 | 17.4137 | 14.0803 | 14.0803 | 17.4137 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404132 | 369586 | -245474 | -577198 | -66027 | -579033 |
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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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