Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245265.3302 | 163855.4035 | 81409.9267 | -64206.7941 | 17210.5222 | -81417.3163 |
Total P&L (%) | 245.2653 | 163.8554 | 81.4099 | -64.2068 | 17.2105 | -81.4173 |
Avg Daily Profit (%) | 0.2355 | 0.1573 | 0.0782 | -0.0986 | 0.0152 | -0.1614 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -235702 | -90582 | -177092 | -132159 | -31133 | -127594 |
Profit Factor | 1.236 | 1.3348 | 1.1481 | 0.7681 | 1.2019 | 0.5752 |
Total Trades | 676 | 338 | 338 | 676 | 338 | 338 |
Winning Trades | 484 | 242 | 242 | 484 | 242 | 242 |
Losing Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Profitability (%) | 71.5976 | 71.5976 | 71.5976 | 71.5976 | 71.5976 | 71.5976 |
Ratio Avg Win / Avg Loss | 0.4903 | 0.5295 | 0.4554 | 0.3047 | 0.4768 | 0.2282 |
Largest Winning Trade | 39834 | 28280 | 39834 | 9925 | 6153 | 9925 |
Largest Losing Trade | -95898 | -33978 | -95898 | -61069 | -16620 | -61069 |
Avg Bars in Trades | 36 | 33 | 39 | 36 | 33 | 39 |
Avg Bars in Winners | 21 | 19 | 23 | 21 | 19 | 23 |
Avg Bars in Losers | 73 | 69 | 77 | 73 | 69 | 77 |
Bars Traded | 24603 | 11411 | 13191 | 24603 | 11411 | 13191 |
Profit Streak | 10.2999 | 14.7583 | 10.2999 | 10.2999 | 14.7583 | 10.2999 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516832 | 412104 | -142359 | -572371 | -177847 | -575228 |
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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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