Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392748.855 | 298849.686 | 93899.169 | 123891.6627 | 95916.6892 | 27974.9735 |
Total P&L (%) | 392.7489 | 298.8497 | 93.8992 | 123.8917 | 95.9167 | 27.975 |
Avg Daily Profit (%) | 0.1885 | 0.1434 | 0.0451 | 0.0387 | 0.0323 | 0.0118 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187239 | -122441 | -113490 | -730734 | -579625 | -400143 |
Profit Factor | 1.2936 | 1.4132 | 1.1529 | 1.0301 | 1.0413 | 1.0156 |
Total Trades | 446 | 223 | 223 | 446 | 223 | 223 |
Winning Trades | 184 | 80 | 104 | 184 | 80 | 104 |
Losing Trades | 262 | 143 | 119 | 262 | 143 | 119 |
Profitability (%) | 41.2556 | 35.8744 | 46.6368 | 41.2556 | 35.8744 | 46.6368 |
Ratio Avg Win / Avg Loss | 1.842 | 2.526 | 1.3192 | 1.4668 | 1.8613 | 1.1621 |
Largest Winning Trade | 131120 | 131120 | 40945 | 215294 | 215294 | 132066 |
Largest Losing Trade | -39608 | -39608 | -22535 | -164222 | -164222 | -105564 |
Avg Bars in Trades | 55 | 52 | 58 | 55 | 52 | 58 |
Avg Bars in Winners | 80 | 86 | 76 | 80 | 86 | 76 |
Avg Bars in Losers | 37 | 33 | 43 | 37 | 33 | 43 |
Bars Traded | 24777 | 11695 | 13082 | 24777 | 11695 | 13082 |
Profit Streak | 26.8265 | 26.8265 | 27.6599 | 26.8265 | 26.8265 | 27.6599 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326658 | -3996 | -184759 | -328215 | -328079 | -383343 |
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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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