Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221617.1839 | 112699.5422 | 108917.6417 | 176413.1178 | 32018.561 | 144394.5569 |
Total P&L (%) | 221.6172 | 112.6995 | 108.9176 | 176.4131 | 32.0186 | 144.3946 |
Avg Daily Profit (%) | 0.2128 | 0.1082 | 0.1046 | 0.0977 | 0.0267 | 0.0858 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67930 | -63085 | -63427 | -137112 | -123209 | -100365 |
Profit Factor | 1.2048 | 1.2079 | 1.2017 | 1.1019 | 1.0358 | 1.1729 |
Total Trades | 681 | 340 | 341 | 681 | 340 | 341 |
Winning Trades | 329 | 163 | 166 | 329 | 163 | 166 |
Losing Trades | 352 | 177 | 175 | 352 | 177 | 175 |
Profitability (%) | 48.3113 | 47.9412 | 48.6804 | 48.3113 | 47.9412 | 48.6804 |
Ratio Avg Win / Avg Loss | 1.289 | 1.3117 | 1.2668 | 1.179 | 1.1247 | 1.2365 |
Largest Winning Trade | 76646 | 76646 | 35170 | 70781 | 70781 | 49678 |
Largest Losing Trade | -26675 | -14942 | -26675 | -51496 | -27775 | -51496 |
Avg Bars in Trades | 36 | 31 | 41 | 36 | 31 | 41 |
Avg Bars in Winners | 44 | 35 | 53 | 44 | 35 | 53 |
Avg Bars in Losers | 28 | 26 | 30 | 28 | 26 | 30 |
Bars Traded | 24739 | 10570 | 14169 | 24739 | 10570 | 14169 |
Profit Streak | 11.629 | 0 | 15.129 | 11.629 | 0 | 15.129 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387455 | -48608 | -52122 | -167461 | -340940 | -106965 |
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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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