Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302605.2954 | 207171.4303 | 95433.865 | 53468.4728 | 59726.8954 | -6258.4226 |
Total P&L (%) | 302.6053 | 207.1714 | 95.4339 | 53.4685 | 59.7269 | -6.2584 |
Avg Daily Profit (%) | 0.2139 | 0.1465 | 0.0675 | 0.0303 | 0.0331 | -0.0046 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117478 | -81282 | -84986 | -226593 | -193019 | -240979 |
Profit Factor | 1.2109 | 1.2515 | 1.1561 | 1.0214 | 1.0412 | 0.994 |
Total Trades | 674 | 337 | 337 | 674 | 337 | 337 |
Winning Trades | 481 | 236 | 245 | 481 | 236 | 245 |
Losing Trades | 193 | 101 | 92 | 193 | 101 | 92 |
Profitability (%) | 71.365 | 70.0297 | 72.7003 | 71.365 | 70.0297 | 72.7003 |
Ratio Avg Win / Avg Loss | 0.4859 | 0.5356 | 0.4341 | 0.4098 | 0.4456 | 0.3733 |
Largest Winning Trade | 37536 | 37536 | 23539 | 52153 | 52153 | 44981 |
Largest Losing Trade | -60332 | -57549 | -60332 | -162537 | -162537 | -139534 |
Avg Bars in Trades | 24 | 29 | 19 | 24 | 29 | 19 |
Avg Bars in Winners | 13 | 15 | 12 | 13 | 15 | 12 |
Avg Bars in Losers | 52 | 63 | 39 | 52 | 63 | 39 |
Bars Traded | 16692 | 10068 | 6624 | 16692 | 10068 | 6624 |
Profit Streak | 8.1808 | 0 | 12.0975 | 8.1808 | 0 | 12.0975 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477765 | 168845 | -148230 | -344538 | -322109 | -575729 |
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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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