Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 781159.25 | 648340.4434 | 132818.8067 | 739121.5028 | 533308.057 | 205813.4458 |
Total P&L (%) | 781.1593 | 648.3404 | 132.8188 | 739.1215 | 533.3081 | 205.8134 |
Avg Daily Profit (%) | 0.4901 | 0.4067 | 0.0833 | 0.1335 | 0.1159 | 0.0702 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139964 | -110991 | -79876 | -704481 | -520121 | -556017 |
Profit Factor | 1.7424 | 2.1377 | 1.2754 | 1.1651 | 1.2187 | 1.101 |
Total Trades | 495 | 248 | 247 | 495 | 248 | 247 |
Winning Trades | 176 | 84 | 92 | 176 | 84 | 92 |
Losing Trades | 319 | 164 | 155 | 319 | 164 | 155 |
Profitability (%) | 35.5556 | 33.871 | 37.247 | 35.5556 | 33.871 | 37.247 |
Ratio Avg Win / Avg Loss | 3.1582 | 4.1737 | 2.1487 | 2.1117 | 2.3793 | 1.8549 |
Largest Winning Trade | 459476 | 459476 | 55288 | 653358 | 653358 | 211577 |
Largest Losing Trade | -25461 | -17732 | -25461 | -241941 | -101254 | -241941 |
Avg Bars in Trades | 38 | 33 | 42 | 38 | 33 | 42 |
Avg Bars in Winners | 78 | 73 | 82 | 78 | 73 | 82 |
Avg Bars in Losers | 15 | 13 | 18 | 15 | 13 | 18 |
Bars Traded | 18870 | 8426 | 10444 | 18870 | 8426 | 10444 |
Profit Streak | 37.8906 | 37.8906 | 38.0573 | 37.8906 | 37.8906 | 38.0573 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424023 | 319881 | -84340 | -54218 | -42192 | -211321 |
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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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