Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338599.5992 | 326909.953 | 11689.6462 | -7428.2617 | 37290.15 | -44718.4117 |
Total P&L (%) | 338.5996 | 326.91 | 11.6896 | -7.4283 | 37.2902 | -44.7184 |
Avg Daily Profit (%) | 0.1626 | 0.157 | 0.0056 | -0.0037 | 0.0152 | -0.0285 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140732 | -176209 | -90448 | -326969 | -375454 | -179146 |
Profit Factor | 1.2155 | 1.3938 | 1.0158 | 0.9967 | 1.0304 | 0.9575 |
Total Trades | 452 | 226 | 226 | 452 | 226 | 226 |
Winning Trades | 197 | 89 | 108 | 197 | 89 | 108 |
Losing Trades | 255 | 137 | 118 | 255 | 137 | 118 |
Profitability (%) | 43.5841 | 39.3805 | 47.7876 | 43.5841 | 39.3805 | 47.7876 |
Ratio Avg Win / Avg Loss | 1.5734 | 2.1456 | 1.1098 | 1.2902 | 1.5861 | 1.0462 |
Largest Winning Trade | 143427 | 143427 | 47336 | 142856 | 142856 | 53525 |
Largest Losing Trade | -34256 | -34256 | -27409 | -97164 | -97164 | -53713 |
Avg Bars in Trades | 54 | 54 | 55 | 54 | 54 | 55 |
Avg Bars in Winners | 75 | 79 | 73 | 75 | 79 | 73 |
Avg Bars in Losers | 38 | 38 | 38 | 38 | 38 | 38 |
Bars Traded | 24704 | 12263 | 12441 | 24704 | 12263 | 12441 |
Profit Streak | 15.6559 | 15.6559 | 18.0726 | 15.6559 | 15.6559 | 18.0726 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321044 | 219588 | -501373 | -578173 | -363926 | -578780 |
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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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