Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349445.5201 | 338768.9247 | 10676.5954 | 15829.0085 | 1119386.8054 | -1103557.797 |
Total P&L (%) | 349.4455 | 338.7689 | 10.6766 | 15.829 | 1119.3868 | -1103.5578 |
Avg Daily Profit (%) | 0.1859 | 0.1802 | 0.0057 | 0.0078 | 0.1331 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -224759 | -149060 | -141387 | -3805931 | -2042576 | -2651298 |
Profit Factor | 1.2133 | 1.4157 | 1.013 | 1.0012 | 1.182 | 0.8451 |
Total Trades | 528 | 264 | 264 | 528 | 264 | 264 |
Winning Trades | 224 | 106 | 118 | 224 | 106 | 118 |
Losing Trades | 304 | 158 | 146 | 304 | 158 | 146 |
Profitability (%) | 42.4242 | 40.1515 | 44.697 | 42.4242 | 40.1515 | 44.697 |
Ratio Avg Win / Avg Loss | 1.6466 | 2.1102 | 1.2533 | 1.3588 | 1.7619 | 1.0456 |
Largest Winning Trade | 130666 | 130666 | 34543 | 938211 | 938211 | 498578 |
Largest Losing Trade | -41573 | -23375 | -41573 | -952456 | -443248 | -952456 |
Avg Bars in Trades | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Winners | 13 | 12 | 13 | 13 | 12 | 13 |
Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
Bars Traded | 5625 | 2858 | 2767 | 5625 | 2858 | 2767 |
Profit Streak | 10.4063 | 11.0729 | 0 | 10.4063 | 11.0729 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320760 | 261613 | -537184 | -410523 | -36172 | -580070 |
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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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