Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305037.2409 | 365104.0264 | -60066.7855 | -69541.0915 | 237149.2444 | -306690.3359 |
Total P&L (%) | 305.0372 | 365.104 | -60.0668 | -69.5411 | 237.1492 | -306.6903 |
Avg Daily Profit (%) | 0.1595 | 0.191 | -0.0314 | -0.0622 | 0.0636 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -301860 | -252089 | -104903 | -2006510 | -1811716 | -580962 |
Profit Factor | 1.2024 | 1.3349 | 0.8559 | 0.9874 | 1.059 | 0.7928 |
Total Trades | 419 | 209 | 210 | 419 | 209 | 210 |
Winning Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Losing Trades | 218 | 108 | 110 | 218 | 108 | 110 |
Profitability (%) | 47.9714 | 48.3254 | 47.619 | 47.9714 | 48.3254 | 47.619 |
Ratio Avg Win / Avg Loss | 1.3041 | 1.4274 | 0.9415 | 1.0709 | 1.1324 | 0.8721 |
Largest Winning Trade | 153922 | 153922 | 28427 | 992453 | 992453 | 190587 |
Largest Losing Trade | -52555 | -52555 | -17814 | -712303 | -712303 | -272793 |
Avg Bars in Trades | 26 | 49 | 4 | 26 | 49 | 4 |
Avg Bars in Winners | 25 | 45 | 4 | 25 | 45 | 4 |
Avg Bars in Losers | 28 | 53 | 4 | 28 | 53 | 4 |
Bars Traded | 11312 | 10380 | 932 | 11312 | 10380 | 932 |
Profit Streak | 27.8013 | 27.8013 | 77.9679 | 27.8013 | 27.8013 | 77.9679 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356631 | 297672 | -579512 | -575967 | -263271 | -579512 |
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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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