Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368553.076 | 306433.2873 | 62119.7886 | -64906.3986 | 916298.6156 | -981205.0142 |
Total P&L (%) | 368.5531 | 306.4333 | 62.1198 | -64.9064 | 916.2986 | -981.205 |
Avg Daily Profit (%) | 0.1926 | 0.1601 | 0.0325 | -0.0547 | 0.1213 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190371 | -106592 | -137005 | -1284814 | -497995 | -1234525 |
Profit Factor | 1.2282 | 1.4457 | 1.067 | 0.9836 | 1.8214 | 0.6535 |
Total Trades | 313 | 157 | 156 | 313 | 157 | 156 |
Winning Trades | 151 | 73 | 78 | 151 | 73 | 78 |
Losing Trades | 162 | 84 | 78 | 162 | 84 | 78 |
Profitability (%) | 48.2428 | 46.4968 | 50 | 48.2428 | 46.4968 | 50 |
Ratio Avg Win / Avg Loss | 1.3176 | 1.6635 | 1.067 | 1.0552 | 2.0959 | 0.6535 |
Largest Winning Trade | 57928 | 57928 | 39568 | 242314 | 242314 | 185243 |
Largest Losing Trade | -87411 | -30324 | -87411 | -733655 | -235692 | -733655 |
Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Winners | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Losers | 11 | 11 | 12 | 11 | 11 | 12 |
Bars Traded | 3770 | 1818 | 1952 | 3770 | 1818 | 1952 |
Profit Streak | 13.4223 | 13.4223 | 16.4223 | 13.4223 | 13.4223 | 16.4223 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342453 | 329450 | -295802 | -576801 | -27478 | -579663 |
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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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