Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 485300.3122 | 439576.1641 | 45724.1481 | 62160.4086 | 79960.6046 | -17800.196 |
Total P&L (%) | 485.3003 | 439.5762 | 45.7241 | 62.1604 | 79.9606 | -17.8002 |
Avg Daily Profit (%) | 0.2329 | 0.211 | 0.0219 | 0.0232 | 0.0282 | -0.0094 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204746 | -198091 | -69008 | -479956 | -424923 | -179240 |
Profit Factor | 1.3319 | 1.5644 | 1.0669 | 1.0236 | 1.054 | 0.9846 |
Total Trades | 387 | 193 | 194 | 387 | 193 | 194 |
Winning Trades | 179 | 86 | 93 | 179 | 86 | 93 |
Losing Trades | 208 | 107 | 101 | 208 | 107 | 101 |
Profitability (%) | 46.2532 | 44.5596 | 47.9381 | 46.2532 | 44.5596 | 47.9381 |
Ratio Avg Win / Avg Loss | 1.5477 | 1.9464 | 1.1587 | 1.1894 | 1.3114 | 1.0693 |
Largest Winning Trade | 285314 | 285314 | 50586 | 375391 | 375391 | 83889 |
Largest Losing Trade | -40125 | -27877 | -40125 | -112276 | -74627 | -112276 |
Avg Bars in Trades | 63 | 71 | 55 | 63 | 71 | 55 |
Avg Bars in Winners | 78 | 90 | 66 | 78 | 90 | 66 |
Avg Bars in Losers | 50 | 55 | 45 | 50 | 55 | 45 |
Bars Traded | 24602 | 13760 | 10842 | 24602 | 13760 | 10842 |
Profit Streak | 16.3425 | 0 | 34.5925 | 16.3425 | 0 | 34.5925 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375627 | 319135 | -311510 | -355841 | -317959 | -578460 |
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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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