Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389948.9611 | 278598.523 | 111350.4381 | 171021.2079 | 194904.3108 | -23883.1029 |
Total P&L (%) | 389.949 | 278.5985 | 111.3504 | 171.0212 | 194.9043 | -23.8831 |
Avg Daily Profit (%) | 0.3812 | 0.2723 | 0.1088 | 0.0975 | 0.1058 | -0.0267 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143984 | -115638 | -127011 | -672375 | -257175 | -454446 |
Profit Factor | 1.2836 | 1.392 | 1.1677 | 1.0511 | 1.1104 | 0.9849 |
Total Trades | 429 | 214 | 215 | 429 | 214 | 215 |
Winning Trades | 170 | 79 | 91 | 170 | 79 | 91 |
Losing Trades | 259 | 135 | 124 | 259 | 135 | 124 |
Profitability (%) | 39.627 | 36.9159 | 42.3256 | 39.627 | 36.9159 | 42.3256 |
Ratio Avg Win / Avg Loss | 1.9556 | 2.3787 | 1.5911 | 1.6014 | 1.8975 | 1.342 |
Largest Winning Trade | 214937 | 214937 | 25980 | 332355 | 332355 | 84489 |
Largest Losing Trade | -23402 | -21063 | -23402 | -122577 | -92833 | -122577 |
Avg Bars in Trades | 56 | 57 | 54 | 56 | 57 | 54 |
Avg Bars in Winners | 84 | 87 | 81 | 84 | 87 | 81 |
Avg Bars in Losers | 37 | 40 | 35 | 37 | 40 | 35 |
Bars Traded | 24168 | 12398 | 11770 | 24168 | 12398 | 11770 |
Profit Streak | 10.6222 | 0 | 18.1222 | 10.6222 | 0 | 18.1222 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328394 | 197014 | -84014 | -227095 | -154283 | -580459 |
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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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