Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 540444.4705 | 407044.6574 | 133399.8132 | -791389.5187 | -160898.4681 | -630491.0506 |
Total P&L (%) | 540.4445 | 407.0447 | 133.3998 | -791.3895 | -160.8985 | -630.4911 |
Avg Daily Profit (%) | 0.2487 | 0.1873 | 0.0614 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -269235 | -96115 | -280534 | -1207956 | -499563 | -781110 |
Profit Factor | 1.4195 | 1.6966 | 1.1895 | 0.768 | 0.8973 | 0.6583 |
Total Trades | 374 | 187 | 187 | 374 | 187 | 187 |
Winning Trades | 198 | 95 | 103 | 184 | 99 | 85 |
Losing Trades | 176 | 92 | 84 | 190 | 88 | 102 |
Profitability (%) | 52.9412 | 50.8021 | 55.0802 | 49.1979 | 52.9412 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.2618 | 1.643 | 0.9701 | 0.7931 | 0.7976 | 0.79 |
Largest Winning Trade | 56286 | 56286 | 55908 | 126322 | 126322 | 110671 |
Largest Losing Trade | -123346 | -50019 | -123346 | -157062 | -157062 | -152677 |
Avg Bars in Trades | 33 | 35 | 32 | 33 | 35 | 32 |
Avg Bars in Winners | 36 | 38 | 33 | 30 | 33 | 28 |
Avg Bars in Losers | 31 | 32 | 30 | 36 | 37 | 35 |
Bars Traded | 12706 | 6635 | 6071 | 12706 | 6635 | 6071 |
Profit Streak | 15.4724 | 0 | 63.9724 | 0 | 24.3057 | 0 |
Trades During Streak | 1 | 0 | 6 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438734 | 405181 | -122037 | -579134 | -579428 | -582122 |
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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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