Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263993.7148 | 99389.0793 | 164604.6354 | 62229.5588 | 149660.47 | -87430.9113 |
Total P&L (%) | 263.9937 | 99.3891 | 164.6046 | 62.2296 | 149.6605 | -87.4309 |
Avg Daily Profit (%) | 0.2375 | 0.0894 | 0.1481 | 0.0435 | 0.0824 | -0.1864 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95340 | -59070 | -120482 | -575227 | -144490 | -688402 |
Profit Factor | 1.2162 | 1.1531 | 1.2878 | 1.0195 | 1.0969 | 0.9471 |
Total Trades | 788 | 394 | 394 | 788 | 394 | 394 |
Winning Trades | 542 | 262 | 280 | 542 | 262 | 280 |
Losing Trades | 246 | 132 | 114 | 246 | 132 | 114 |
Profitability (%) | 68.7817 | 66.4975 | 71.066 | 68.7817 | 66.4975 | 71.066 |
Ratio Avg Win / Avg Loss | 0.552 | 0.581 | 0.5243 | 0.4627 | 0.5526 | 0.3856 |
Largest Winning Trade | 24918 | 23010 | 24918 | 97462 | 97462 | 37160 |
Largest Losing Trade | -86091 | -20726 | -86091 | -478397 | -107742 | -478397 |
Avg Bars in Trades | 16 | 16 | 17 | 16 | 16 | 17 |
Avg Bars in Winners | 10 | 9 | 11 | 10 | 9 | 11 |
Avg Bars in Losers | 30 | 28 | 33 | 30 | 28 | 33 |
Bars Traded | 13277 | 6357 | 6920 | 13277 | 6357 | 6920 |
Profit Streak | 0 | 0 | 12.9912 | 0 | 0 | 12.9912 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471321 | -123380 | 325441 | -328801 | -194700 | -574760 |
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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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