Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406917.2713 | 257225.6709 | 149691.6004 | 441919.1384 | 813238.4916 | -371319.3532 |
Total P&L (%) | 406.9173 | 257.2257 | 149.6916 | 441.9191 | 813.2385 | -371.3194 |
Avg Daily Profit (%) | 0.2415 | 0.1527 | 0.0889 | 0.1004 | 0.1314 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102361 | -103095 | -95404 | -1105667 | -187899 | -1191051 |
Profit Factor | 1.3147 | 1.4348 | 1.2134 | 1.1113 | 1.5981 | 0.8577 |
Total Trades | 421 | 211 | 210 | 421 | 211 | 210 |
Winning Trades | 184 | 93 | 91 | 184 | 93 | 91 |
Losing Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Profitability (%) | 43.7055 | 44.0758 | 43.3333 | 43.7055 | 44.0758 | 43.3333 |
Ratio Avg Win / Avg Loss | 1.6934 | 1.8205 | 1.5868 | 1.4314 | 2.0277 | 1.1216 |
Largest Winning Trade | 62296 | 62296 | 43746 | 300713 | 225679 | 300713 |
Largest Losing Trade | -58218 | -19681 | -58218 | -939487 | -143904 | -939487 |
Avg Bars in Trades | 11 | 10 | 12 | 11 | 10 | 12 |
Avg Bars in Winners | 16 | 14 | 18 | 16 | 14 | 18 |
Avg Bars in Losers | 8 | 7 | 8 | 8 | 7 | 8 |
Bars Traded | 4940 | 2241 | 2699 | 4940 | 2241 | 2699 |
Profit Streak | 13.7555 | 19.0889 | 0 | 13.7555 | 19.0889 | 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 | 356068 | 299437 | -75438 | -156430 | -15120 | -580882 |
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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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