Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 569791.0502 | 487282.7334 | 82508.3168 | -215790.8991 | -20559.6382 | -195231.2608 |
Total P&L (%) | 569.7911 | 487.2827 | 82.5083 | -215.7909 | -20.5596 | -195.2313 |
Avg Daily Profit (%) | 0.3062 | 0.2619 | 0.0443 | 0 | -0.0124 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -239741 | -98045 | -229259 | -265063 | -82303 | -214710 |
Profit Factor | 1.2899 | 1.5989 | 1.0716 | 0.704 | 0.9242 | 0.5736 |
Total Trades | 437 | 219 | 218 | 437 | 219 | 218 |
Winning Trades | 217 | 107 | 110 | 220 | 116 | 104 |
Losing Trades | 220 | 112 | 108 | 217 | 103 | 114 |
Profitability (%) | 49.6568 | 48.8584 | 50.4587 | 50.3432 | 52.968 | 47.7064 |
Ratio Avg Win / Avg Loss | 1.3077 | 1.6737 | 1.0521 | 0.6944 | 0.8206 | 0.6287 |
Largest Winning Trade | 155558 | 155558 | 46760 | 23725 | 21930 | 23725 |
Largest Losing Trade | -116483 | -28117 | -116483 | -83368 | -17533 | -83368 |
Avg Bars in Trades | 16 | 14 | 18 | 16 | 14 | 18 |
Avg Bars in Winners | 17 | 14 | 19 | 15 | 14 | 17 |
Avg Bars in Losers | 15 | 14 | 17 | 17 | 14 | 19 |
Bars Traded | 7218 | 3144 | 4073 | 7218 | 3144 | 4073 |
Profit Streak | 0 | 0 | 25.3346 | 8.5846 | 11.3346 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410254 | 417465 | -273480 | -577501 | -578889 | -580806 |
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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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