Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296341.2943 | 184363.811 | 111977.4833 | 154123.3392 | 142127.4727 | 11995.8666 |
Total P&L (%) | 296.3413 | 184.3638 | 111.9775 | 154.1233 | 142.1275 | 11.9959 |
Avg Daily Profit (%) | 0.1766 | 0.1099 | 0.0667 | 0.0556 | 0.0527 | 0.0068 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150592 | -173963 | -67587 | -290270 | -222771 | -176919 |
Profit Factor | 1.2009 | 1.2343 | 1.1626 | 1.0786 | 1.1369 | 1.013 |
Total Trades | 704 | 352 | 352 | 704 | 352 | 352 |
Winning Trades | 332 | 158 | 174 | 332 | 158 | 174 |
Losing Trades | 372 | 194 | 178 | 372 | 194 | 178 |
Profitability (%) | 47.1591 | 44.8864 | 49.4318 | 47.1591 | 44.8864 | 49.4318 |
Ratio Avg Win / Avg Loss | 1.3455 | 1.5156 | 1.1893 | 1.2085 | 1.396 | 1.0363 |
Largest Winning Trade | 62410 | 62410 | 54332 | 109605 | 109605 | 98715 |
Largest Losing Trade | -22243 | -16176 | -22243 | -54772 | -54772 | -32310 |
Avg Bars in Trades | 28 | 31 | 25 | 28 | 31 | 25 |
Avg Bars in Winners | 35 | 38 | 33 | 35 | 38 | 33 |
Avg Bars in Losers | 21 | 24 | 18 | 21 | 24 | 18 |
Bars Traded | 19905 | 10921 | 8984 | 19905 | 10921 | 8984 |
Profit Streak | 0 | 18.9014 | 0 | 0 | 18.9014 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350983 | -45162 | -144137 | -249924 | -192091 | -492382 |
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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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