Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352456.4842 | 259060.5864 | 93395.8978 | 16173.4664 | 58707.331 | -42533.8646 |
Total P&L (%) | 352.4565 | 259.0606 | 93.3959 | 16.1735 | 58.7073 | -42.5339 |
Avg Daily Profit (%) | 0.1849 | 0.1359 | 0.049 | 0.0079 | 0.0242 | -0.0291 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123360 | -96244 | -132711 | -234402 | -234432 | -193288 |
Profit Factor | 1.1985 | 1.2859 | 1.1074 | 1.0077 | 1.0528 | 0.9571 |
Total Trades | 532 | 266 | 266 | 532 | 266 | 266 |
Winning Trades | 298 | 145 | 153 | 298 | 145 | 153 |
Losing Trades | 234 | 121 | 113 | 234 | 121 | 113 |
Profitability (%) | 56.015 | 54.5113 | 57.5188 | 56.015 | 54.5113 | 57.5188 |
Ratio Avg Win / Avg Loss | 0.9411 | 1.073 | 0.8179 | 0.7913 | 0.8786 | 0.7069 |
Largest Winning Trade | 47044 | 47044 | 32268 | 75530 | 75530 | 44187 |
Largest Losing Trade | -67037 | -34369 | -67037 | -121654 | -70297 | -121654 |
Avg Bars in Trades | 42 | 43 | 41 | 42 | 43 | 41 |
Avg Bars in Winners | 37 | 37 | 36 | 37 | 37 | 36 |
Avg Bars in Losers | 48 | 50 | 47 | 48 | 50 | 47 |
Bars Traded | 22583 | 11575 | 11008 | 22583 | 11575 | 11008 |
Profit Streak | 27.6897 | 27.6897 | 43.9397 | 27.6897 | 27.6897 | 43.9397 |
Trades During Streak | 8 | 4 | 7 | 8 | 4 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317906 | -8701 | -228127 | -400283 | -322393 | -577369 |
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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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