Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310670.25 | 111503.76 | 199166.49 | 100767.6942 | 120647.519 | -19879.8249 |
Total P&L (%) | 310.6703 | 111.5038 | 199.1665 | 100.7677 | 120.6475 | -19.8798 |
Avg Daily Profit (%) | 0.2104 | 0.0755 | 0.1349 | 0.0472 | 0.0536 | -0.015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139283 | -141964 | -103797 | -218354 | -107877 | -218797 |
Profit Factor | 1.2247 | 1.1674 | 1.2779 | 1.0614 | 1.1652 | 0.9782 |
Total Trades | 419 | 209 | 210 | 419 | 209 | 210 |
Winning Trades | 210 | 102 | 108 | 210 | 102 | 108 |
Losing Trades | 209 | 107 | 102 | 209 | 107 | 102 |
Profitability (%) | 50.1193 | 48.8038 | 51.4286 | 50.1193 | 48.8038 | 51.4286 |
Ratio Avg Win / Avg Loss | 1.2188 | 1.2246 | 1.2069 | 1.0563 | 1.2223 | 0.9238 |
Largest Winning Trade | 48897 | 48897 | 48131 | 53062 | 53062 | 31311 |
Largest Losing Trade | -49622 | -26726 | -49622 | -81937 | -39545 | -81937 |
Avg Bars in Trades | 42 | 45 | 38 | 42 | 45 | 38 |
Avg Bars in Winners | 43 | 48 | 39 | 43 | 48 | 39 |
Avg Bars in Losers | 40 | 41 | 38 | 40 | 41 | 38 |
Bars Traded | 17609 | 9420 | 8189 | 17609 | 9420 | 8189 |
Profit Streak | 9.5959 | 16.6793 | 9.5959 | 9.5959 | 16.6793 | 9.5959 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383291 | -127882 | -11617 | -279528 | -159536 | -579383 |
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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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