Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 468121.04 | 391563.2442 | 76557.7958 | 220270.7516 | 166840.6116 | 53430.14 |
Total P&L (%) | 468.121 | 391.5632 | 76.5578 | 220.2708 | 166.8406 | 53.4301 |
Avg Daily Profit (%) | 0.2531 | 0.2117 | 0.0414 | 0.063 | 0.0531 | 0.0232 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161650 | -172688 | -195045 | -349835 | -325861 | -295826 |
Profit Factor | 1.2591 | 1.42 | 1.0875 | 1.0728 | 1.1049 | 1.0373 |
Total Trades | 627 | 313 | 314 | 627 | 313 | 314 |
Winning Trades | 286 | 135 | 151 | 286 | 135 | 151 |
Losing Trades | 341 | 178 | 163 | 341 | 178 | 163 |
Profitability (%) | 45.614 | 43.131 | 48.0892 | 45.614 | 43.131 | 48.0892 |
Ratio Avg Win / Avg Loss | 1.5012 | 1.8723 | 1.174 | 1.2791 | 1.4568 | 1.1197 |
Largest Winning Trade | 182278 | 182278 | 28341 | 141821 | 141821 | 63356 |
Largest Losing Trade | -45037 | -36309 | -45037 | -142314 | -142314 | -64797 |
Avg Bars in Trades | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Winners | 10 | 10 | 11 | 10 | 10 | 11 |
Avg Bars in Losers | 7 | 7 | 6 | 7 | 7 | 6 |
Bars Traded | 5541 | 2806 | 2735 | 5541 | 2806 | 2735 |
Profit Streak | 0 | 4.1298 | 0 | 0 | 4.1298 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391242 | 296572 | -261214 | -247423 | -228593 | -341954 |
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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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