Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396619.0951 | 106705.5516 | 289913.5435 | 302188.6213 | -172319.5198 | 474508.1411 |
Total P&L (%) | 396.6191 | 106.7056 | 289.9135 | 302.1886 | -172.3195 | 474.5081 |
Avg Daily Profit (%) | 0.2466 | 0.0663 | 0.1802 | 0.0866 | 0 | 0.1088 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110830 | -102017 | -75467 | -573431 | -457609 | -320113 |
Profit Factor | 1.2725 | 1.1448 | 1.4036 | 1.0739 | 0.9224 | 1.2537 |
Total Trades | 491 | 245 | 246 | 491 | 245 | 246 |
Winning Trades | 242 | 110 | 132 | 242 | 110 | 132 |
Losing Trades | 249 | 135 | 114 | 249 | 135 | 114 |
Profitability (%) | 49.2872 | 44.898 | 53.6585 | 49.2872 | 44.898 | 53.6585 |
Ratio Avg Win / Avg Loss | 1.3093 | 1.405 | 1.2122 | 1.1049 | 1.132 | 1.0827 |
Largest Winning Trade | 77443 | 77443 | 60512 | 213687 | 213687 | 160243 |
Largest Losing Trade | -64017 | -24805 | -64017 | -230278 | -230278 | -114686 |
Avg Bars in Trades | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Winners | 8 | 7 | 8 | 8 | 7 | 8 |
Avg Bars in Losers | 5 | 4 | 5 | 5 | 4 | 5 |
Bars Traded | 3206 | 1503 | 1703 | 3206 | 1503 | 1703 |
Profit Streak | 13.9206 | 0 | 16.9206 | 13.9206 | 0 | 16.9206 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399565 | -166610 | 368076 | -213508 | -580091 | -45946 |
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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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