Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 419579.5579 | 354519.2218 | 65060.3361 | -1930.4476 | 62297.9197 | -64228.3673 |
Total P&L (%) | 419.5796 | 354.5192 | 65.0603 | -1.9304 | 62.2979 | -64.2284 |
Avg Daily Profit (%) | 0.1821 | 0.1539 | 0.0282 | -0.0008 | 0.021 | -0.0446 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159443 | -111043 | -132855 | -245018 | -201463 | -136589 |
Profit Factor | 1.2481 | 1.3963 | 1.0817 | 0.9989 | 1.0661 | 0.9186 |
Total Trades | 429 | 215 | 214 | 429 | 215 | 214 |
Winning Trades | 224 | 105 | 119 | 224 | 105 | 119 |
Losing Trades | 205 | 110 | 95 | 205 | 110 | 95 |
Profitability (%) | 52.2145 | 48.8372 | 55.6075 | 52.2145 | 48.8372 | 55.6075 |
Ratio Avg Win / Avg Loss | 1.1423 | 1.4627 | 0.8635 | 0.9142 | 1.1168 | 0.7334 |
Largest Winning Trade | 169247 | 169247 | 45898 | 159113 | 159113 | 35834 |
Largest Losing Trade | -55591 | -55591 | -34250 | -67843 | -67424 | -67843 |
Avg Bars in Trades | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Winners | 19 | 20 | 18 | 19 | 20 | 18 |
Avg Bars in Losers | 22 | 25 | 19 | 22 | 25 | 19 |
Bars Traded | 8973 | 4932 | 4041 | 8973 | 4932 | 4041 |
Profit Streak | 10.9466 | 11.1966 | 0 | 10.9466 | 11.1966 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384650 | 321551 | -286236 | -577328 | -312117 | -579208 |
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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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