Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 543577.7387 | 445497.5388 | 98080.1999 | 599338.0449 | 1714802.3887 | -1115464.3438 |
Total P&L (%) | 543.5777 | 445.4975 | 98.0802 | 599.338 | 1714.8024 | -1115.4643 |
Avg Daily Profit (%) | 0.2898 | 0.2375 | 0.0523 | 0.1037 | 0.1546 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193805 | -136367 | -97719 | -4679249 | -2608418 | -2911324 |
Profit Factor | 1.3708 | 1.5775 | 1.1412 | 1.0265 | 1.1551 | 0.9036 |
Total Trades | 457 | 228 | 229 | 457 | 228 | 229 |
Winning Trades | 179 | 77 | 102 | 179 | 77 | 102 |
Losing Trades | 278 | 151 | 127 | 278 | 151 | 127 |
Profitability (%) | 39.1685 | 33.7719 | 44.5415 | 39.1685 | 33.7719 | 44.5415 |
Ratio Avg Win / Avg Loss | 2.1289 | 3.0935 | 1.4209 | 1.5942 | 2.2651 | 1.1251 |
Largest Winning Trade | 151154 | 151154 | 38407 | 1476843 | 1476843 | 1026483 |
Largest Losing Trade | -25903 | -19975 | -25903 | -750753 | -615409 | -750753 |
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 | 5619 | 2606 | 3013 | 5619 | 2606 | 3013 |
Profit Streak | 9.5719 | 0 | 10.9052 | 9.5719 | 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 | 343855 | 195710 | -188866 | -245250 | -46593 | -579670 |
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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) |
---|