Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275296.4149 | 190343.6698 | 84952.7452 | 12041.5971 | 385946.0148 | -373904.4177 |
Total P&L (%) | 275.2964 | 190.3437 | 84.9527 | 12.0416 | 385.946 | -373.9044 |
Avg Daily Profit (%) | 0.193 | 0.1334 | 0.0596 | 0.008 | 0.1109 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145858 | -83292 | -112661 | -620900 | -300383 | -669759 |
Profit Factor | 1.2941 | 1.416 | 1.1775 | 1.0047 | 1.3528 | 0.7495 |
Total Trades | 393 | 197 | 196 | 393 | 197 | 196 |
Winning Trades | 199 | 98 | 101 | 199 | 98 | 101 |
Losing Trades | 194 | 99 | 95 | 194 | 99 | 95 |
Profitability (%) | 50.6361 | 49.7462 | 51.5306 | 50.6361 | 49.7462 | 51.5306 |
Ratio Avg Win / Avg Loss | 1.2616 | 1.4305 | 1.1076 | 0.9794 | 1.3666 | 0.705 |
Largest Winning Trade | 52997 | 52997 | 48190 | 196837 | 196837 | 72187 |
Largest Losing Trade | -75143 | -55183 | -75143 | -525205 | -100705 | -525205 |
Avg Bars in Trades | 43 | 46 | 39 | 43 | 46 | 39 |
Avg Bars in Winners | 39 | 40 | 38 | 39 | 40 | 38 |
Avg Bars in Losers | 46 | 51 | 41 | 46 | 51 | 41 |
Bars Traded | 16916 | 9081 | 7835 | 16916 | 9081 | 7835 |
Profit Streak | 22.5645 | 22.5645 | 62.9812 | 22.5645 | 22.5645 | 62.9812 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388337 | -13165 | -136519 | -498334 | -43617 | -578664 |
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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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