Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433619.2379 | 400599.5965 | 33019.6414 | -84331.1082 | 144459.9555 | -228791.0637 |
Total P&L (%) | 433.6192 | 400.5996 | 33.0196 | -84.3311 | 144.46 | -228.7911 |
Avg Daily Profit (%) | 0.2328 | 0.215 | 0.0177 | -0.0994 | 0.048 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179268 | -163776 | -184338 | -352898 | -80603 | -333920 |
Profit Factor | 1.1868 | 1.3598 | 1.0273 | 0.8985 | 1.4502 | 0.5516 |
Total Trades | 538 | 269 | 269 | 538 | 269 | 269 |
Winning Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Losing Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Profitability (%) | 53.9033 | 53.9033 | 53.9033 | 53.9033 | 53.9033 | 53.9033 |
Ratio Avg Win / Avg Loss | 1.015 | 1.1628 | 0.8786 | 0.7684 | 1.2402 | 0.4718 |
Largest Winning Trade | 84936 | 84936 | 33968 | 102556 | 102556 | 34665 |
Largest Losing Trade | -93917 | -41197 | -93917 | -224970 | -65654 | -224970 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 7375 | 3636 | 3738 | 7375 | 3636 | 3738 |
Profit Streak | 7.0923 | 7.0923 | 24.0923 | 7.0923 | 7.0923 | 24.0923 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2358 | 378617 | -361026 | -576031 | -125496 | -577677 |
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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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