Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368558.1506 | 293038.0956 | 75520.055 | 258170.9554 | 184496.9417 | 73674.0137 |
Total P&L (%) | 368.5582 | 293.0381 | 75.5201 | 258.171 | 184.4969 | 73.674 |
Avg Daily Profit (%) | 0.2082 | 0.1656 | 0.0427 | 0.0721 | 0.0591 | 0.0312 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138635 | -85732 | -121675 | -1026441 | -828258 | -850803 |
Profit Factor | 1.2769 | 1.4429 | 1.1128 | 1.0346 | 1.0493 | 1.0198 |
Total Trades | 488 | 244 | 244 | 488 | 244 | 244 |
Winning Trades | 211 | 101 | 110 | 211 | 101 | 110 |
Losing Trades | 277 | 143 | 134 | 277 | 143 | 134 |
Profitability (%) | 43.2377 | 41.3934 | 45.082 | 43.2377 | 41.3934 | 45.082 |
Ratio Avg Win / Avg Loss | 1.6763 | 2.0429 | 1.3556 | 1.3582 | 1.4857 | 1.2423 |
Largest Winning Trade | 65845 | 65845 | 65041 | 527685 | 355714 | 527685 |
Largest Losing Trade | -37129 | -24174 | -37129 | -441881 | -203125 | -441881 |
Avg Bars in Trades | 42 | 38 | 46 | 42 | 38 | 46 |
Avg Bars in Winners | 63 | 58 | 68 | 63 | 58 | 68 |
Avg Bars in Losers | 26 | 25 | 28 | 26 | 25 | 28 |
Bars Traded | 20870 | 9500 | 11370 | 20870 | 9500 | 11370 |
Profit Streak | 17.5486 | 32.1319 | 0 | 17.5486 | 32.1319 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332397 | 263147 | -233504 | -278608 | -282346 | -351134 |
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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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