Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186953.3151 | 47147.6208 | 139805.6943 | 204578.0463 | 25183.2269 | 179394.8194 |
Total P&L (%) | 186.9533 | 47.1476 | 139.8057 | 204.578 | 25.1832 | 179.3948 |
Avg Daily Profit (%) | 0.359 | 0.0905 | 0.2684 | 0.2141 | 0.0431 | 0.1975 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68875 | -54753 | -39698 | -105758 | -127950 | -65430 |
Profit Factor | 1.2039 | 1.0965 | 1.3262 | 1.1267 | 1.0289 | 1.241 |
Total Trades | 546 | 273 | 273 | 546 | 273 | 273 |
Winning Trades | 219 | 97 | 122 | 219 | 97 | 122 |
Losing Trades | 327 | 176 | 151 | 327 | 176 | 151 |
Profitability (%) | 40.1099 | 35.5311 | 44.6886 | 40.1099 | 35.5311 | 44.6886 |
Ratio Avg Win / Avg Loss | 1.7976 | 1.9896 | 1.6414 | 1.6824 | 1.867 | 1.536 |
Largest Winning Trade | 25423 | 22727 | 25423 | 51345 | 51087 | 51345 |
Largest Losing Trade | -11763 | -9966 | -11763 | -26400 | -26400 | -21898 |
Avg Bars in Trades | 45 | 45 | 45 | 45 | 45 | 45 |
Avg Bars in Winners | 66 | 65 | 66 | 66 | 65 | 66 |
Avg Bars in Losers | 31 | 34 | 27 | 31 | 34 | 27 |
Bars Traded | 24831 | 12534 | 12297 | 24831 | 12534 | 12297 |
Profit Streak | 3.7732 | 3.7732 | 15.419 | 3.7732 | 3.7732 | 15.419 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 289932 | -192681 | 338026 | -73823 | -332164 | 297445 |
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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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