Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 466505.5274 | 275502.3134 | 191003.214 | 305787.3662 | -174671.4428 | 480458.8089 |
Total P&L (%) | 466.5055 | 275.5023 | 191.0032 | 305.7874 | -174.6714 | 480.4588 |
Avg Daily Profit (%) | 0.2566 | 0.1515 | 0.105 | 0.0771 | 0 | 0.0968 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133457 | -104844 | -55291 | -1471188 | -1290298 | -572883 |
Profit Factor | 1.3711 | 1.4003 | 1.3357 | 1.0371 | 0.9599 | 1.1238 |
Total Trades | 525 | 262 | 263 | 525 | 262 | 263 |
Winning Trades | 241 | 107 | 134 | 241 | 107 | 134 |
Losing Trades | 284 | 155 | 129 | 284 | 155 | 129 |
Profitability (%) | 45.9048 | 40.8397 | 50.9506 | 45.9048 | 40.8397 | 50.9506 |
Ratio Avg Win / Avg Loss | 1.6157 | 2.0285 | 1.2859 | 1.2222 | 1.3905 | 1.0819 |
Largest Winning Trade | 250793 | 250793 | 56788 | 536562 | 536562 | 363184 |
Largest Losing Trade | -22898 | -15489 | -22898 | -157296 | -144687 | -157296 |
Avg Bars in Trades | 41 | 36 | 45 | 41 | 36 | 45 |
Avg Bars in Winners | 56 | 47 | 63 | 56 | 47 | 63 |
Avg Bars in Losers | 28 | 29 | 26 | 28 | 29 | 26 |
Bars Traded | 21621 | 9682 | 11939 | 21621 | 9682 | 11939 |
Profit Streak | 18.1225 | 0 | 19.4558 | 18.1225 | 0 | 19.4558 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412156 | 225634 | -50939 | -268008 | -581858 | -146596 |
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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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