Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 546522.9055 | 445497.5388 | 101025.3667 | 620559.7306 | 1766838.7359 | -1146279.0053 |
Total P&L (%) | 546.5229 | 445.4975 | 101.0254 | 620.5597 | 1766.8387 | -1146.279 |
Avg Daily Profit (%) | 0.2913 | 0.2375 | 0.0539 | 0.1053 | 0.1561 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193805 | -136367 | -97719 | -4821243 | -2687572 | -2999669 |
Profit Factor | 1.3735 | 1.5775 | 1.1461 | 1.0266 | 1.1551 | 0.9039 |
Total Trades | 456 | 228 | 228 | 456 | 228 | 228 |
Winning Trades | 179 | 77 | 102 | 179 | 77 | 102 |
Losing Trades | 277 | 151 | 126 | 277 | 151 | 126 |
Profitability (%) | 39.2544 | 33.7719 | 44.7368 | 39.2544 | 33.7719 | 44.7368 |
Ratio Avg Win / Avg Loss | 2.1255 | 3.0935 | 1.4157 | 1.5887 | 2.2651 | 1.1165 |
Largest Winning Trade | 151154 | 151154 | 38407 | 1521658 | 1521658 | 1057632 |
Largest Losing Trade | -25903 | -19975 | -25903 | -773535 | -634084 | -773535 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 17 | 15 | 18 | 17 | 15 | 18 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 5603 | 2606 | 2997 | 5603 | 2606 | 2997 |
Profit Streak | 9.5718 | 0 | 10.9052 | 9.5718 | 0 | 10.9052 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345960 | 195710 | -181358 | -242948 | -46580 | -579599 |
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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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