Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 38603.5735 | -22199.2332 | 60802.8067 | 29645.6195 | -30780.402 | 60426.0215 |
Total P&L (%) | 38.6036 | -22.1992 | 60.8028 | 29.6456 | -30.7804 | 60.426 |
Avg Daily Profit (%) | 0.1482 | -0.0852 | 0.2335 | 0.0997 | -0.1412 | 0.1817 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40780 | -40782 | -28841 | -51647 | -47360 | -31454 |
Profit Factor | 1.156 | 0.8042 | 1.4537 | 1.1114 | 0.7547 | 1.4298 |
Total Trades | 567 | 284 | 283 | 567 | 284 | 283 |
Winning Trades | 439 | 195 | 244 | 439 | 195 | 244 |
Losing Trades | 128 | 89 | 39 | 128 | 89 | 39 |
Profitability (%) | 77.425 | 68.662 | 86.2191 | 77.425 | 68.662 | 86.2191 |
Ratio Avg Win / Avg Loss | 0.3371 | 0.3671 | 0.2324 | 0.3241 | 0.3445 | 0.2285 |
Largest Winning Trade | 4357 | 4086 | 4357 | 5024 | 5024 | 4742 |
Largest Losing Trade | -20294 | -17268 | -20294 | -22515 | -21617 | -22515 |
Avg Bars in Trades | 42 | 12 | 72 | 42 | 12 | 72 |
Avg Bars in Winners | 17 | 4 | 28 | 17 | 4 | 28 |
Avg Bars in Losers | 127 | 31 | 348 | 127 | 31 | 348 |
Bars Traded | 24122 | 3610 | 20512 | 24122 | 3610 | 20512 |
Profit Streak | 3.0597 | 3.0597 | 9.1222 | 3.0597 | 3.0597 | 9.1222 |
Trades During Streak | 8 | 4 | 10 | 8 | 4 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -42403 | -578476 | 457694 | -157209 | -578754 | 435585 |
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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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