Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482434.1348 | 418569.6221 | 63864.5127 | -29403.116 | 87575.6916 | -116978.8076 |
Total P&L (%) | 482.4341 | 418.5696 | 63.8645 | -29.4031 | 87.5757 | -116.9788 |
Avg Daily Profit (%) | 0.2583 | 0.2241 | 0.0342 | -0.0186 | 0.0337 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -265677 | -130539 | -266242 | -223025 | -69201 | -234395 |
Profit Factor | 1.2091 | 1.3917 | 1.0516 | 0.9567 | 1.339 | 0.7218 |
Total Trades | 546 | 273 | 273 | 546 | 273 | 273 |
Winning Trades | 255 | 122 | 133 | 255 | 122 | 133 |
Losing Trades | 291 | 151 | 140 | 291 | 151 | 140 |
Profitability (%) | 46.7033 | 44.6886 | 48.7179 | 46.7033 | 44.6886 | 48.7179 |
Ratio Avg Win / Avg Loss | 1.3798 | 1.7225 | 1.1069 | 1.0917 | 1.6573 | 0.7598 |
Largest Winning Trade | 101606 | 101606 | 40036 | 38552 | 38552 | 27832 |
Largest Losing Trade | -83267 | -33487 | -83267 | -79796 | -32095 | -79796 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 15 | 14 | 15 | 15 | 14 | 15 |
Avg Bars in Losers | 12 | 12 | 11 | 12 | 12 | 11 |
Bars Traded | 7388 | 3613 | 3774 | 7388 | 3613 | 3774 |
Profit Streak | 18.7732 | 18.7732 | 27.0232 | 18.7732 | 18.7732 | 27.0232 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380221 | 332198 | -309760 | -576197 | -146821 | -579111 |
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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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