Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269136.3966 | 197092.0397 | 72044.3568 | 30168.2345 | 52950.5239 | -22782.2894 |
Total P&L (%) | 269.1364 | 197.092 | 72.0444 | 30.1682 | 52.9505 | -22.7823 |
Avg Daily Profit (%) | 0.2584 | 0.1892 | 0.0692 | 0.0253 | 0.0408 | -0.0248 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98657 | -64246 | -102424 | -140805 | -105515 | -130756 |
Profit Factor | 1.3859 | 1.6724 | 1.1781 | 1.0427 | 1.1762 | 0.9438 |
Total Trades | 379 | 189 | 190 | 379 | 189 | 190 |
Winning Trades | 319 | 157 | 162 | 319 | 157 | 162 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 84.1689 | 83.0688 | 85.2632 | 84.1689 | 83.0688 | 85.2632 |
Ratio Avg Win / Avg Loss | 0.2607 | 0.3409 | 0.2036 | 0.1961 | 0.2397 | 0.1631 |
Largest Winning Trade | 15434 | 15434 | 13699 | 15441 | 15195 | 15441 |
Largest Losing Trade | -89367 | -37999 | -89367 | -100399 | -78117 | -100399 |
Avg Bars in Trades | 65 | 70 | 60 | 65 | 70 | 60 |
Avg Bars in Winners | 27 | 26 | 28 | 27 | 26 | 28 |
Avg Bars in Losers | 264 | 284 | 241 | 264 | 284 | 241 |
Bars Traded | 24784 | 13333 | 11450 | 24784 | 13333 | 11450 |
Profit Streak | 3.4601 | 12.7934 | 3.4601 | 3.4601 | 12.7934 | 3.4601 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470694 | 500398 | -122421 | -331340 | -161903 | -576378 |
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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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