Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156697.7115 | 210963.4919 | -54265.7803 | -109384.7157 | 1334162.5114 | -1443547.2271 |
Total P&L (%) | 156.6977 | 210.9635 | -54.2658 | -109.3847 | 1334.1625 | -1443.5472 |
Avg Daily Profit (%) | 0.0981 | 0.1321 | -0.034 | 0 | 0.1669 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -377514 | -178535 | -276355 | -3124759 | -804212 | -3304865 |
Profit Factor | 1.0782 | 1.2217 | 0.9484 | 0.9876 | 1.4256 | 0.7471 |
Total Trades | 660 | 330 | 330 | 660 | 330 | 330 |
Winning Trades | 256 | 135 | 121 | 385 | 176 | 209 |
Losing Trades | 404 | 195 | 209 | 275 | 154 | 121 |
Profitability (%) | 38.7879 | 40.9091 | 36.6667 | 58.3333 | 53.3333 | 63.3333 |
Ratio Avg Win / Avg Loss | 1.7015 | 1.7646 | 1.6382 | 0.7055 | 1.2474 | 0.4325 |
Largest Winning Trade | 124063 | 124063 | 43241 | 1299049 | 1299049 | 305486 |
Largest Losing Trade | -126032 | -33161 | -126032 | -2956895 | -328233 | -2956895 |
Avg Bars in Trades | 9 | 9 | 10 | 9 | 9 | 10 |
Avg Bars in Winners | 12 | 9 | 14 | 9 | 9 | 9 |
Avg Bars in Losers | 8 | 8 | 7 | 9 | 8 | 11 |
Bars Traded | 6372 | 2987 | 3385 | 6372 | 2987 | 3385 |
Profit Streak | 14.3306 | 14.3306 | 15.3306 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -194943 | -17451 | -581154 | -575972 | 377502 | -577601 |
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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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