Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442925.359 | 320100.8519 | 122824.5071 | 740361.1219 | 392911.4541 | 347449.6678 |
Total P&L (%) | 442.9254 | 320.1009 | 122.8245 | 740.3611 | 392.9115 | 347.4497 |
Avg Daily Profit (%) | 0.2372 | 0.1714 | 0.0658 | 0.1141 | 0.0855 | 0.0803 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185650 | -146343 | -103569 | -805017 | -704088 | -406486 |
Profit Factor | 1.2907 | 1.3597 | 1.1938 | 1.1098 | 1.0982 | 1.1267 |
Total Trades | 591 | 295 | 296 | 591 | 295 | 296 |
Winning Trades | 271 | 127 | 144 | 271 | 127 | 144 |
Losing Trades | 320 | 168 | 152 | 320 | 168 | 152 |
Profitability (%) | 45.8545 | 43.0508 | 48.6486 | 45.8545 | 43.0508 | 48.6486 |
Ratio Avg Win / Avg Loss | 1.524 | 1.7987 | 1.2601 | 1.3104 | 1.4527 | 1.1893 |
Largest Winning Trade | 87618 | 87618 | 24060 | 320785 | 320785 | 201485 |
Largest Losing Trade | -32811 | -32811 | -19997 | -156913 | -156913 | -145524 |
Avg Bars in Trades | 12 | 17 | 7 | 12 | 17 | 7 |
Avg Bars in Winners | 15 | 22 | 9 | 15 | 22 | 9 |
Avg Bars in Losers | 9 | 13 | 5 | 9 | 13 | 5 |
Bars Traded | 7407 | 5136 | 2271 | 7407 | 5136 | 2271 |
Profit Streak | 11.7803 | 13.5303 | 11.7803 | 11.7803 | 13.5303 | 11.7803 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429061 | 291655 | -111127 | -137250 | -192250 | -165538 |
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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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