Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443738.7235 | 324039.7555 | 119698.968 | 214049.5573 | 259117.6286 | -45068.0713 |
Total P&L (%) | 443.7387 | 324.0398 | 119.699 | 214.0496 | 259.1176 | -45.0681 |
Avg Daily Profit (%) | 0.4319 | 0.3154 | 0.1165 | 0.1115 | 0.1245 | -0.0583 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115527 | -129446 | -102183 | -500489 | -247817 | -342589 |
Profit Factor | 1.3233 | 1.4531 | 1.1821 | 1.0791 | 1.1835 | 0.9651 |
Total Trades | 406 | 203 | 203 | 406 | 203 | 203 |
Winning Trades | 171 | 79 | 92 | 171 | 79 | 92 |
Losing Trades | 235 | 124 | 111 | 235 | 124 | 111 |
Profitability (%) | 42.1182 | 38.9163 | 45.3202 | 42.1182 | 38.9163 | 45.3202 |
Ratio Avg Win / Avg Loss | 1.8185 | 2.2808 | 1.4262 | 1.483 | 1.8576 | 1.1645 |
Largest Winning Trade | 246455 | 246455 | 25134 | 244349 | 244349 | 66898 |
Largest Losing Trade | -36536 | -26585 | -36536 | -142354 | -111864 | -142354 |
Avg Bars in Trades | 60 | 63 | 56 | 60 | 63 | 56 |
Avg Bars in Winners | 84 | 89 | 79 | 84 | 89 | 79 |
Avg Bars in Losers | 42 | 47 | 37 | 42 | 47 | 37 |
Bars Traded | 24411 | 12952 | 11459 | 24411 | 12952 | 11459 |
Profit Streak | 3.336 | 4.586 | 0 | 3.336 | 4.586 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330004 | 261457 | -59035 | -179472 | -47866 | -580424 |
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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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