Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389233.0035 | 267801.7314 | 121431.2721 | 658156.7912 | 300288.7819 | 357868.0092 |
Total P&L (%) | 389.233 | 267.8017 | 121.4313 | 658.1568 | 300.2888 | 357.868 |
Avg Daily Profit (%) | 0.3737 | 0.2571 | 0.1166 | 0.1947 | 0.1332 | 0.1462 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133840 | -74062 | -112921 | -235490 | -268570 | -204689 |
Profit Factor | 1.3379 | 1.469 | 1.209 | 1.234 | 1.2058 | 1.2645 |
Total Trades | 507 | 253 | 254 | 507 | 253 | 254 |
Winning Trades | 192 | 90 | 102 | 192 | 90 | 102 |
Losing Trades | 315 | 163 | 152 | 315 | 163 | 152 |
Profitability (%) | 37.8698 | 35.5731 | 40.1575 | 37.8698 | 35.5731 | 40.1575 |
Ratio Avg Win / Avg Loss | 2.195 | 2.6605 | 1.8017 | 2.0245 | 2.1838 | 1.8843 |
Largest Winning Trade | 108570 | 108570 | 28416 | 216394 | 216394 | 106946 |
Largest Losing Trade | -29046 | -20627 | -29046 | -79435 | -79435 | -74409 |
Avg Bars in Trades | 48 | 52 | 45 | 48 | 52 | 45 |
Avg Bars in Winners | 76 | 79 | 73 | 76 | 79 | 73 |
Avg Bars in Losers | 32 | 37 | 26 | 32 | 37 | 26 |
Bars Traded | 24743 | 13206 | 11537 | 24743 | 13206 | 11537 |
Profit Streak | 6.8236 | 0 | 14.4069 | 6.8236 | 0 | 14.4069 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329407 | 197801 | -38708 | 266474 | -19365 | 39017 |
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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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