Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 646397.0133 | 503108.162 | 143288.8513 | 260804.5777 | 253056.3182 | 7748.2595 |
Total P&L (%) | 646.397 | 503.1082 | 143.2889 | 260.8046 | 253.0563 | 7.7483 |
Avg Daily Profit (%) | 0.4355 | 0.339 | 0.0965 | 0.0865 | 0.085 | 0.005 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114485 | -110832 | -72853 | -997635 | -878355 | -552335 |
Profit Factor | 1.4648 | 1.6839 | 1.2187 | 1.0337 | 1.0623 | 1.0021 |
Total Trades | 535 | 267 | 268 | 535 | 267 | 268 |
Winning Trades | 242 | 112 | 130 | 242 | 112 | 130 |
Losing Trades | 293 | 155 | 138 | 293 | 155 | 138 |
Profitability (%) | 45.2336 | 41.9476 | 48.5075 | 45.2336 | 41.9476 | 48.5075 |
Ratio Avg Win / Avg Loss | 1.7735 | 2.3305 | 1.2937 | 1.2516 | 1.4701 | 1.0638 |
Largest Winning Trade | 448735 | 448735 | 42911 | 487989 | 487989 | 206929 |
Largest Losing Trade | -30920 | -19329 | -30920 | -281291 | -152056 | -281291 |
Avg Bars in Trades | 33 | 28 | 37 | 33 | 28 | 37 |
Avg Bars in Winners | 46 | 38 | 53 | 46 | 38 | 53 |
Avg Bars in Losers | 21 | 21 | 22 | 21 | 21 | 22 |
Bars Traded | 17665 | 7700 | 9965 | 17665 | 7700 | 9965 |
Profit Streak | 14.231 | 0 | 15.0644 | 14.231 | 0 | 15.0644 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496391 | 374523 | -63640 | -259361 | -233481 | -569231 |
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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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