Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338000.512 | 138087.1807 | 199913.3314 | 625664.7574 | 120457.3113 | 505207.4461 |
Total P&L (%) | 338.0005 | 138.0872 | 199.9133 | 625.6648 | 120.4573 | 505.2074 |
Avg Daily Profit (%) | 0.3009 | 0.1229 | 0.178 | 0.1766 | 0.0704 | 0.1604 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137467 | -96812 | -121754 | -1065031 | -538083 | -582371 |
Profit Factor | 1.1755 | 1.1499 | 1.199 | 1.0715 | 1.028 | 1.1137 |
Total Trades | 1598 | 799 | 799 | 1598 | 799 | 799 |
Winning Trades | 862 | 418 | 444 | 862 | 418 | 444 |
Losing Trades | 736 | 381 | 355 | 736 | 381 | 355 |
Profitability (%) | 53.9424 | 52.3154 | 55.5695 | 53.9424 | 52.3154 | 55.5695 |
Ratio Avg Win / Avg Loss | 1.0037 | 1.0481 | 0.9587 | 0.9149 | 0.937 | 0.8904 |
Largest Winning Trade | 41187 | 41187 | 21996 | 117518 | 117518 | 100997 |
Largest Losing Trade | -30927 | -15592 | -30927 | -138705 | -116784 | -138705 |
Avg Bars in Trades | 8 | 7 | 9 | 8 | 7 | 9 |
Avg Bars in Winners | 7 | 6 | 7 | 7 | 6 | 7 |
Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
Bars Traded | 13446 | 6249 | 7197 | 13446 | 6249 | 7197 |
Profit Streak | 2.3122 | 2.3122 | 4.0622 | 2.3122 | 2.3122 | 4.0622 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12029 | -81743 | 340608 | -128698 | -287503 | -84136 |
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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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