Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382067.043 | 239600.5844 | 142466.4586 | 325809.727 | 361132.8894 | -35323.1625 |
Total P&L (%) | 382.067 | 239.6006 | 142.4665 | 325.8097 | 361.1329 | -35.3232 |
Avg Daily Profit (%) | 0.2277 | 0.1428 | 0.0849 | 0.0864 | 0.0911 | -0.026 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189468 | -171545 | -100294 | -638035 | -220700 | -496766 |
Profit Factor | 1.2358 | 1.2951 | 1.1762 | 1.1172 | 1.2606 | 0.9747 |
Total Trades | 781 | 391 | 390 | 781 | 391 | 390 |
Winning Trades | 312 | 155 | 157 | 312 | 155 | 157 |
Losing Trades | 469 | 236 | 233 | 469 | 236 | 233 |
Profitability (%) | 39.9488 | 39.6419 | 40.2564 | 39.9488 | 39.6419 | 40.2564 |
Ratio Avg Win / Avg Loss | 1.8577 | 1.9719 | 1.7456 | 1.6794 | 1.9194 | 1.4465 |
Largest Winning Trade | 83991 | 83991 | 39312 | 293900 | 293900 | 190715 |
Largest Losing Trade | -33437 | -26387 | -33437 | -98032 | -98032 | -76346 |
Avg Bars in Trades | 25 | 26 | 24 | 25 | 26 | 24 |
Avg Bars in Winners | 38 | 39 | 37 | 38 | 39 | 37 |
Avg Bars in Losers | 16 | 18 | 15 | 16 | 18 | 15 |
Bars Traded | 19894 | 10392 | 9502 | 19894 | 10392 | 9502 |
Profit Streak | 9.4216 | 9.5049 | 0 | 9.4216 | 9.5049 | 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 | 351890 | -2860 | -107184 | -167011 | -71942 | -581139 |
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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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