Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298501.0005 | 287436.9176 | 11064.0829 | -58823.6879 | 101245.7463 | -160069.4342 |
Total P&L (%) | 298.501 | 287.4369 | 11.0641 | -58.8237 | 101.2457 | -160.0694 |
Avg Daily Profit (%) | 0.1873 | 0.1803 | 0.0069 | -0.0557 | 0.0439 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208797 | -173341 | -131303 | -381302 | -283941 | -197035 |
Profit Factor | 1.1524 | 1.2689 | 1.0124 | 0.9718 | 1.089 | 0.8315 |
Total Trades | 635 | 317 | 318 | 635 | 317 | 318 |
Winning Trades | 343 | 155 | 188 | 343 | 155 | 188 |
Losing Trades | 292 | 162 | 130 | 292 | 162 | 130 |
Profitability (%) | 54.0157 | 48.8959 | 59.1195 | 54.0157 | 48.8959 | 59.1195 |
Ratio Avg Win / Avg Loss | 0.981 | 1.3262 | 0.7001 | 0.8273 | 1.1381 | 0.5749 |
Largest Winning Trade | 106865 | 106865 | 36638 | 103809 | 103809 | 52281 |
Largest Losing Trade | -56484 | -34519 | -56484 | -98148 | -98148 | -78643 |
Avg Bars in Trades | 29 | 31 | 27 | 29 | 31 | 27 |
Avg Bars in Winners | 27 | 29 | 24 | 27 | 29 | 24 |
Avg Bars in Losers | 32 | 32 | 32 | 32 | 32 | 32 |
Bars Traded | 18786 | 9927 | 8859 | 18786 | 9927 | 8859 |
Profit Streak | 13.9094 | 23.8261 | 13.9094 | 13.9094 | 23.8261 | 13.9094 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -41882 | 325858 | -521581 | -575585 | -255262 | -577613 |
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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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