Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427827.9415 | 271491.4415 | 156336.5 | 185015.1767 | -134269.6711 | 319284.8478 |
Total P&L (%) | 427.8279 | 271.4914 | 156.3365 | 185.0152 | -134.2697 | 319.2848 |
Avg Daily Profit (%) | 0.2361 | 0.1498 | 0.0863 | 0.0578 | 0 | 0.0791 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128917 | -114787 | -83065 | -1949901 | -1100968 | -1331188 |
Profit Factor | 1.3284 | 1.3974 | 1.2523 | 1.0162 | 0.9774 | 1.0579 |
Total Trades | 581 | 291 | 290 | 581 | 291 | 290 |
Winning Trades | 266 | 124 | 142 | 266 | 124 | 142 |
Losing Trades | 315 | 167 | 148 | 315 | 167 | 148 |
Profitability (%) | 45.7831 | 42.6117 | 48.9655 | 45.7831 | 42.6117 | 48.9655 |
Ratio Avg Win / Avg Loss | 1.5731 | 1.8819 | 1.3053 | 1.2033 | 1.3163 | 1.1026 |
Largest Winning Trade | 273642 | 273642 | 71227 | 729181 | 729181 | 532777 |
Largest Losing Trade | -21648 | -17995 | -21648 | -304415 | -297818 | -304415 |
Avg Bars in Trades | 36 | 29 | 44 | 36 | 29 | 44 |
Avg Bars in Winners | 53 | 40 | 64 | 53 | 40 | 64 |
Avg Bars in Losers | 22 | 20 | 25 | 22 | 20 | 25 |
Bars Traded | 21347 | 8453 | 12894 | 21347 | 8453 | 12894 |
Profit Streak | 0 | 0 | 15.3447 | 0 | 0 | 15.3447 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384970 | 255602 | -76360 | -317081 | -580740 | -242532 |
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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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