Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395100.7266 | 240867.597 | 154233.1296 | 379124.1939 | 324647.6367 | 54476.5572 |
Total P&L (%) | 395.1007 | 240.8676 | 154.2331 | 379.1242 | 324.6476 | 54.4766 |
Avg Daily Profit (%) | 0.2347 | 0.1431 | 0.0916 | 0.0931 | 0.0859 | 0.0258 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99262 | -152151 | -75096 | -595728 | -267371 | -490291 |
Profit Factor | 1.2532 | 1.3089 | 1.1976 | 1.1024 | 1.178 | 1.029 |
Total Trades | 711 | 355 | 356 | 711 | 355 | 356 |
Winning Trades | 325 | 158 | 167 | 325 | 158 | 167 |
Losing Trades | 386 | 197 | 189 | 386 | 197 | 189 |
Profitability (%) | 45.7103 | 44.507 | 46.9101 | 45.7103 | 44.507 | 46.9101 |
Ratio Avg Win / Avg Loss | 1.4885 | 1.632 | 1.3554 | 1.3093 | 1.4688 | 1.1646 |
Largest Winning Trade | 68073 | 68073 | 51890 | 314394 | 314394 | 220902 |
Largest Losing Trade | -21344 | -20048 | -21344 | -166640 | -166640 | -106662 |
Avg Bars in Trades | 28 | 27 | 29 | 28 | 27 | 29 |
Avg Bars in Winners | 36 | 34 | 38 | 36 | 34 | 38 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 20134 | 9708 | 10426 | 20134 | 9708 | 10426 |
Profit Streak | 5.9854 | 7.0687 | 5.9854 | 5.9854 | 7.0687 | 5.9854 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403526 | -672 | -72713 | -173028 | -102834 | -346926 |
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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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