Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 534217.6471 | 451437.7856 | 82779.8615 | -28482.358 | 55367.46 | -83849.818 |
Total P&L (%) | 534.2176 | 451.4378 | 82.7799 | -28.4824 | 55.3675 | -83.8498 |
Avg Daily Profit (%) | 0.2863 | 0.242 | 0.0444 | -0.018 | 0.0236 | -0.0977 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -259433 | -157258 | -239251 | -228060 | -68459 | -240415 |
Profit Factor | 1.2154 | 1.379 | 1.0642 | 0.9669 | 1.1575 | 0.8353 |
Total Trades | 586 | 293 | 293 | 586 | 293 | 293 |
Winning Trades | 262 | 129 | 133 | 262 | 129 | 133 |
Losing Trades | 324 | 164 | 160 | 324 | 164 | 160 |
Profitability (%) | 44.7099 | 44.0273 | 45.3925 | 44.7099 | 44.0273 | 45.3925 |
Ratio Avg Win / Avg Loss | 1.503 | 1.7532 | 1.2802 | 1.1957 | 1.4715 | 1.0049 |
Largest Winning Trade | 101606 | 101606 | 41288 | 51237 | 39941 | 51237 |
Largest Losing Trade | -83267 | -37732 | -83267 | -73356 | -31751 | -73356 |
Avg Bars in Trades | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Winners | 15 | 14 | 16 | 15 | 14 | 16 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 7437 | 3605 | 3831 | 7437 | 3605 | 3831 |
Profit Streak | 16.3203 | 16.3203 | 24.5703 | 16.3203 | 16.3203 | 24.5703 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424971 | 329943 | -283063 | -576759 | -210110 | -578621 |
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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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