Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280465.8821 | 261001.9417 | 19463.9404 | 98021.6341 | 178696.043 | -80674.4089 |
Total P&L (%) | 280.4659 | 261.0019 | 19.4639 | 98.0216 | 178.696 | -80.6744 |
Avg Daily Profit (%) | 0.2692 | 0.2506 | 0.0187 | 0.0656 | 0.0984 | -0.1577 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182310 | -153040 | -82174 | -541965 | -418374 | -222694 |
Profit Factor | 1.2004 | 1.3283 | 1.0322 | 1.0309 | 1.0986 | 0.9405 |
Total Trades | 749 | 374 | 375 | 749 | 374 | 375 |
Winning Trades | 454 | 227 | 227 | 454 | 227 | 227 |
Losing Trades | 295 | 147 | 148 | 295 | 147 | 148 |
Profitability (%) | 60.6142 | 60.6952 | 60.5333 | 60.6142 | 60.6952 | 60.5333 |
Ratio Avg Win / Avg Loss | 0.78 | 0.8602 | 0.673 | 0.6699 | 0.7114 | 0.6132 |
Largest Winning Trade | 90285 | 90285 | 15797 | 131240 | 131240 | 59210 |
Largest Losing Trade | -40850 | -40377 | -40850 | -184336 | -184336 | -151805 |
Avg Bars in Trades | 32 | 52 | 12 | 32 | 52 | 12 |
Avg Bars in Winners | 20 | 27 | 12 | 20 | 27 | 12 |
Avg Bars in Losers | 51 | 90 | 12 | 51 | 90 | 12 |
Bars Traded | 24206 | 19489 | 4717 | 24206 | 19489 | 4717 |
Profit Streak | 9.4691 | 9.4691 | 9.6358 | 9.4691 | 9.4691 | 9.6358 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480789 | 379410 | -357319 | -286159 | -171379 | -576184 |
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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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