Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 645024.9881 | 535454.7096 | 109570.2786 | -61373.1914 | 186077.3684 | -247450.5597 |
Total P&L (%) | 645.025 | 535.4547 | 109.5703 | -61.3732 | 186.0774 | -247.4506 |
Avg Daily Profit (%) | 0.4328 | 0.3593 | 0.0735 | -0.0638 | 0.0706 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187174 | -154387 | -124958 | -817749 | -877871 | -666883 |
Profit Factor | 1.3577 | 1.5457 | 1.1333 | 0.9887 | 1.0646 | 0.9028 |
Total Trades | 477 | 238 | 239 | 477 | 238 | 239 |
Winning Trades | 274 | 126 | 148 | 274 | 126 | 148 |
Losing Trades | 203 | 112 | 91 | 203 | 112 | 91 |
Profitability (%) | 57.4423 | 52.9412 | 61.9247 | 57.4423 | 52.9412 | 61.9247 |
Ratio Avg Win / Avg Loss | 1.0059 | 1.374 | 0.6968 | 0.7325 | 0.9463 | 0.5551 |
Largest Winning Trade | 489512 | 489512 | 39754 | 601545 | 601545 | 143995 |
Largest Losing Trade | -79903 | -28831 | -79903 | -452355 | -221408 | -452355 |
Avg Bars in Trades | 12 | 15 | 9 | 12 | 15 | 9 |
Avg Bars in Winners | 10 | 12 | 9 | 10 | 12 | 9 |
Avg Bars in Losers | 14 | 18 | 10 | 14 | 18 | 10 |
Bars Traded | 5917 | 3581 | 2336 | 5917 | 3581 | 2336 |
Profit Streak | 9.2949 | 15.5449 | 9.2949 | 9.2949 | 15.5449 | 9.2949 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 568394 | 497512 | -166714 | -575453 | -247059 | -577147 |
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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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