Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 488949.9879 | 392466.008 | 96483.9799 | 806006.2662 | 191693.2721 | 614312.9941 |
Total P&L (%) | 488.95 | 392.466 | 96.484 | 806.0063 | 191.6933 | 614.313 |
Avg Daily Profit (%) | 0.263 | 0.2111 | 0.0519 | 0.1186 | 0.0576 | 0.1058 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123254 | -80462 | -134281 | -2411780 | -1560219 | -1179491 |
Profit Factor | 1.3485 | 1.5915 | 1.1304 | 1.0571 | 1.0266 | 1.0889 |
Total Trades | 402 | 201 | 201 | 402 | 201 | 201 |
Winning Trades | 160 | 75 | 85 | 160 | 75 | 85 |
Losing Trades | 242 | 126 | 116 | 242 | 126 | 116 |
Profitability (%) | 39.801 | 37.3134 | 42.2886 | 39.801 | 37.3134 | 42.2886 |
Ratio Avg Win / Avg Loss | 2.0395 | 2.6737 | 1.5427 | 1.5989 | 1.7248 | 1.486 |
Largest Winning Trade | 105192 | 105192 | 48575 | 580570 | 580570 | 364032 |
Largest Losing Trade | -27600 | -23346 | -27600 | -400630 | -400630 | -388727 |
Avg Bars in Trades | 55 | 55 | 54 | 55 | 55 | 54 |
Avg Bars in Winners | 82 | 83 | 81 | 82 | 83 | 81 |
Avg Bars in Losers | 36 | 38 | 34 | 36 | 38 | 34 |
Bars Traded | 22134 | 11149 | 10985 | 22134 | 11149 | 10985 |
Profit Streak | 14.4822 | 14.4822 | 15.5656 | 14.4822 | 14.4822 | 15.5656 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318960 | 246480 | -201453 | -191582 | -309959 | -175960 |
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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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