Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316720.5899 | 138544.5342 | 178176.0558 | 266232.3877 | 73466.4694 | 192765.9184 |
Total P&L (%) | 316.7206 | 138.5445 | 178.1761 | 266.2324 | 73.4665 | 192.7659 |
Avg Daily Profit (%) | 0.285 | 0.1247 | 0.1603 | 0.1169 | 0.0496 | 0.0967 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133622 | -68865 | -120265 | -533553 | -316199 | -419186 |
Profit Factor | 1.2845 | 1.261 | 1.306 | 1.0913 | 1.0546 | 1.1228 |
Total Trades | 684 | 342 | 342 | 684 | 342 | 342 |
Winning Trades | 368 | 169 | 199 | 368 | 169 | 199 |
Losing Trades | 316 | 173 | 143 | 316 | 173 | 143 |
Profitability (%) | 53.8012 | 49.4152 | 58.1871 | 53.8012 | 49.4152 | 58.1871 |
Ratio Avg Win / Avg Loss | 1.103 | 1.2908 | 0.9385 | 0.9371 | 1.0795 | 0.8068 |
Largest Winning Trade | 54678 | 54678 | 29618 | 90057 | 78168 | 90057 |
Largest Losing Trade | -79187 | -15760 | -79187 | -264843 | -44302 | -264843 |
Avg Bars in Trades | 19 | 15 | 22 | 19 | 15 | 22 |
Avg Bars in Winners | 17 | 14 | 20 | 17 | 14 | 20 |
Avg Bars in Losers | 21 | 17 | 25 | 21 | 17 | 25 |
Bars Traded | 13224 | 5421 | 7802 | 13224 | 5421 | 7802 |
Profit Streak | 6.7494 | 0 | 12.5828 | 6.7494 | 0 | 12.5828 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481231 | -25456 | 353378 | -153697 | -285907 | -146900 |
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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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