Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 606630.2061 | 467621.3799 | 139008.8262 | 424599.606 | 1111808.6025 | -687208.9965 |
Total P&L (%) | 606.6302 | 467.6214 | 139.0088 | 424.5996 | 1111.8086 | -687.209 |
Avg Daily Profit (%) | 0.256 | 0.1973 | 0.0587 | 0.07 | 0.1053 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172552 | -119586 | -196878 | -961306 | -472066 | -1220197 |
Profit Factor | 1.3676 | 1.6751 | 1.1452 | 1.0619 | 1.4269 | 0.8384 |
Total Trades | 347 | 173 | 174 | 347 | 173 | 174 |
Winning Trades | 193 | 103 | 90 | 193 | 103 | 90 |
Losing Trades | 154 | 70 | 84 | 154 | 70 | 84 |
Profitability (%) | 55.6196 | 59.5376 | 51.7241 | 55.6196 | 59.5376 | 51.7241 |
Ratio Avg Win / Avg Loss | 1.0913 | 1.1384 | 1.0689 | 0.8473 | 0.9697 | 0.7825 |
Largest Winning Trade | 60413 | 60413 | 58833 | 300359 | 300359 | 245860 |
Largest Losing Trade | -74805 | -33753 | -74805 | -759325 | -199000 | -759325 |
Avg Bars in Trades | 19 | 15 | 24 | 19 | 15 | 24 |
Avg Bars in Winners | 20 | 14 | 27 | 20 | 14 | 27 |
Avg Bars in Losers | 19 | 16 | 20 | 19 | 16 | 20 |
Bars Traded | 6892 | 2676 | 4217 | 6892 | 2676 | 4217 |
Profit Streak | 58.2304 | 58.5637 | 58.2304 | 58.2304 | 58.5637 | 58.2304 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 478452 | 450119 | -173570 | -249321 | -49931 | -578942 |
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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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