Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374528.5633 | 237369.7054 | 137158.8579 | 3126.0821 | 505648.5436 | -502522.4615 |
Total P&L (%) | 374.5286 | 237.3697 | 137.1589 | 3.1261 | 505.6485 | -502.5225 |
Avg Daily Profit (%) | 0.1966 | 0.1246 | 0.072 | 0.0016 | 0.0946 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -234763 | -134471 | -121145 | -1384013 | -1211848 | -908637 |
Profit Factor | 1.2078 | 1.2443 | 1.1652 | 1.0005 | 1.1499 | 0.854 |
Total Trades | 616 | 308 | 308 | 616 | 308 | 308 |
Winning Trades | 323 | 153 | 170 | 323 | 153 | 170 |
Losing Trades | 293 | 155 | 138 | 293 | 155 | 138 |
Profitability (%) | 52.4351 | 49.6753 | 55.1948 | 52.4351 | 49.6753 | 55.1948 |
Ratio Avg Win / Avg Loss | 1.0956 | 1.2605 | 0.9458 | 0.9075 | 1.1649 | 0.6933 |
Largest Winning Trade | 69483 | 69483 | 34267 | 332283 | 332283 | 169236 |
Largest Losing Trade | -68754 | -49409 | -68754 | -576887 | -429696 | -576887 |
Avg Bars in Trades | 12 | 14 | 9 | 12 | 14 | 9 |
Avg Bars in Winners | 10 | 13 | 8 | 10 | 13 | 8 |
Avg Bars in Losers | 14 | 15 | 11 | 14 | 15 | 11 |
Bars Traded | 7583 | 4508 | 3075 | 7583 | 4508 | 3075 |
Profit Streak | 6.5068 | 7.5068 | 6.5068 | 6.5068 | 7.5068 | 6.5068 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452009 | -24598 | -134165 | -572674 | -119556 | -577607 |
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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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