Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308617.3485 | 136526.1628 | 172091.1856 | 443757.7385 | 121363.9159 | 322393.8226 |
Total P&L (%) | 308.6173 | 136.5262 | 172.0912 | 443.7577 | 121.3639 | 322.3938 |
Avg Daily Profit (%) | 0.2777 | 0.1228 | 0.1549 | 0.1525 | 0.0715 | 0.1297 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111028 | -65057 | -100992 | -718989 | -360401 | -578650 |
Profit Factor | 1.2496 | 1.2192 | 1.2805 | 1.0881 | 1.0489 | 1.1262 |
Total Trades | 805 | 402 | 403 | 805 | 402 | 403 |
Winning Trades | 440 | 206 | 234 | 440 | 206 | 234 |
Losing Trades | 365 | 196 | 169 | 365 | 196 | 169 |
Profitability (%) | 54.6584 | 51.2438 | 58.0645 | 54.6584 | 51.2438 | 58.0645 |
Ratio Avg Win / Avg Loss | 1.0366 | 1.16 | 0.9248 | 0.9027 | 0.998 | 0.8133 |
Largest Winning Trade | 53367 | 53367 | 20619 | 103326 | 103326 | 94578 |
Largest Losing Trade | -55573 | -23321 | -55573 | -306969 | -113608 | -306969 |
Avg Bars in Trades | 16 | 13 | 19 | 16 | 13 | 19 |
Avg Bars in Winners | 13 | 11 | 15 | 13 | 11 | 15 |
Avg Bars in Losers | 19 | 16 | 23 | 19 | 16 | 23 |
Bars Traded | 13239 | 5538 | 7700 | 13239 | 5538 | 7700 |
Profit Streak | 5.5623 | 0 | 7.1457 | 5.5623 | 0 | 7.1457 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513699 | -27432 | 344058 | -111829 | -263812 | -99226 |
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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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