Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435405.5282 | 399731.6388 | 35673.8894 | 59556.9166 | 1094750.6706 | -1035193.754 |
Total P&L (%) | 435.4055 | 399.7316 | 35.6739 | 59.5569 | 1094.7507 | -1035.1938 |
Avg Daily Profit (%) | 0.1739 | 0.1597 | 0.0142 | 0.0187 | 0.0991 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177201 | -134319 | -120962 | -1842178 | -1042335 | -1371495 |
Profit Factor | 1.2056 | 1.4021 | 1.0317 | 1.0059 | 1.2411 | 0.8163 |
Total Trades | 752 | 376 | 376 | 752 | 376 | 376 |
Winning Trades | 343 | 170 | 173 | 343 | 170 | 173 |
Losing Trades | 409 | 206 | 203 | 409 | 206 | 203 |
Profitability (%) | 45.6117 | 45.2128 | 46.0106 | 45.6117 | 45.2128 | 46.0106 |
Ratio Avg Win / Avg Loss | 1.4375 | 1.699 | 1.2107 | 1.1994 | 1.504 | 0.9579 |
Largest Winning Trade | 187167 | 187167 | 44753 | 1005189 | 1005189 | 361709 |
Largest Losing Trade | -38534 | -24620 | -38534 | -399152 | -198932 | -399152 |
Avg Bars in Trades | 9 | 10 | 9 | 9 | 10 | 9 |
Avg Bars in Winners | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Losers | 7 | 8 | 6 | 7 | 8 | 6 |
Bars Traded | 7449 | 3775 | 3674 | 7449 | 3775 | 3674 |
Profit Streak | 11.3657 | 0 | 22.3657 | 11.3657 | 0 | 22.3657 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361387 | 321174 | -360426 | -379572 | -59561 | -579175 |
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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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