Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139151.6779 | 99554.95 | 39596.728 | 112268.2021 | 133925.842 | -21657.64 |
Total P&L (%) | 139.1517 | 99.555 | 39.5967 | 112.2682 | 133.9258 | -21.6576 |
Avg Daily Profit (%) | 0.2672 | 0.1911 | 0.076 | 0.1446 | 0.1633 | -0.0469 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78354 | -37245 | -57165 | -244229 | -98867 | -184541 |
Profit Factor | 1.191 | 1.2674 | 1.1112 | 1.077 | 1.1837 | 0.9703 |
Total Trades | 744 | 372 | 372 | 744 | 372 | 372 |
Winning Trades | 341 | 172 | 169 | 341 | 172 | 169 |
Losing Trades | 403 | 200 | 203 | 403 | 200 | 203 |
Profitability (%) | 45.8333 | 46.2366 | 45.4301 | 45.8333 | 46.2366 | 45.4301 |
Ratio Avg Win / Avg Loss | 1.4076 | 1.4738 | 1.3347 | 1.2728 | 1.3764 | 1.1655 |
Largest Winning Trade | 50085 | 50085 | 26364 | 105829 | 105829 | 51549 |
Largest Losing Trade | -16449 | -11957 | -16449 | -30517 | -30517 | -27497 |
Avg Bars in Trades | 33 | 31 | 35 | 33 | 31 | 35 |
Avg Bars in Winners | 47 | 43 | 51 | 47 | 43 | 51 |
Avg Bars in Losers | 21 | 20 | 22 | 21 | 20 | 22 |
Bars Traded | 24906 | 11598 | 13308 | 24906 | 11598 | 13308 |
Profit Streak | 3.9291 | 5.2832 | 3.9291 | 3.9291 | 5.2832 | 3.9291 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 6209 | 302045 | -192259 | -133441 | -10169 | -579452 |
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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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