Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277252.7213 | 57320.7061 | 219932.0152 | 128368.0173 | 32978.2308 | 95389.7864 |
Total P&L (%) | 277.2527 | 57.3207 | 219.932 | 128.368 | 32.9782 | 95.3898 |
Avg Daily Profit (%) | 0.2676 | 0.0553 | 0.2123 | 0.0797 | 0.0275 | 0.0647 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112383 | -90485 | -101158 | -305994 | -144873 | -230184 |
Profit Factor | 1.2573 | 1.1653 | 1.3009 | 1.0688 | 1.0582 | 1.0735 |
Total Trades | 481 | 241 | 240 | 481 | 241 | 240 |
Winning Trades | 259 | 118 | 141 | 259 | 118 | 141 |
Losing Trades | 222 | 123 | 99 | 222 | 123 | 99 |
Profitability (%) | 53.8462 | 48.9627 | 58.75 | 53.8462 | 48.9627 | 58.75 |
Ratio Avg Win / Avg Loss | 1.0777 | 1.2147 | 0.9134 | 0.9161 | 1.103 | 0.7537 |
Largest Winning Trade | 35908 | 24167 | 35908 | 75176 | 32171 | 75176 |
Largest Losing Trade | -61623 | -12387 | -61623 | -133584 | -43113 | -133584 |
Avg Bars in Trades | 25 | 5 | 45 | 25 | 5 | 45 |
Avg Bars in Winners | 25 | 6 | 42 | 25 | 6 | 42 |
Avg Bars in Losers | 25 | 5 | 50 | 25 | 5 | 50 |
Bars Traded | 12366 | 1396 | 10970 | 12366 | 1396 | 10970 |
Profit Streak | 5.5301 | 5.5301 | 16.2801 | 5.5301 | 5.5301 | 16.2801 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449562 | -157290 | 340759 | -228535 | -314245 | -244651 |
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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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