Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452692.3856 | 234712.564 | 217979.8216 | 523549.9631 | -372181.7756 | 895731.7387 |
Total P&L (%) | 452.6924 | 234.7126 | 217.9798 | 523.55 | -372.1818 | 895.7317 |
Avg Daily Profit (%) | 0.2488 | 0.129 | 0.1198 | 0.1006 | 0 | 0.1264 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136216 | -93813 | -69163 | -1718407 | -1812825 | -954695 |
Profit Factor | 1.3137 | 1.323 | 1.3042 | 1.0389 | 0.9448 | 1.1332 |
Total Trades | 597 | 299 | 298 | 597 | 299 | 298 |
Winning Trades | 247 | 116 | 131 | 247 | 116 | 131 |
Losing Trades | 350 | 183 | 167 | 350 | 183 | 167 |
Profitability (%) | 41.3735 | 38.796 | 43.9597 | 41.3735 | 38.796 | 43.9597 |
Ratio Avg Win / Avg Loss | 1.8615 | 2.0872 | 1.6626 | 1.4721 | 1.4906 | 1.4446 |
Largest Winning Trade | 93561 | 93561 | 52870 | 448922 | 448922 | 401316 |
Largest Losing Trade | -22905 | -22582 | -22905 | -282810 | -217730 | -282810 |
Avg Bars in Trades | 36 | 30 | 41 | 36 | 30 | 41 |
Avg Bars in Winners | 49 | 42 | 54 | 49 | 42 | 54 |
Avg Bars in Losers | 27 | 23 | 31 | 27 | 23 | 31 |
Bars Traded | 21693 | 9196 | 12497 | 21693 | 9196 | 12497 |
Profit Streak | 19.5862 | 19.5862 | 20.8362 | 19.5862 | 19.5862 | 20.8362 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384880 | -21367 | -31742 | -234618 | -580989 | -97802 |
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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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