Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64802.6975 | 568.8497 | 64233.8478 | 50619.4739 | -2757.9764 | 53377.4503 |
Total P&L (%) | 64.8027 | 0.5689 | 64.2338 | 50.6195 | -2.758 | 53.3775 |
Avg Daily Profit (%) | 0.2488 | 0.0022 | 0.2467 | 0.1574 | -0.0107 | 0.1644 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53875 | -50869 | -24286 | -45533 | -47890 | -20732 |
Profit Factor | 1.1259 | 1.002 | 1.2782 | 1.1054 | 0.9895 | 1.2446 |
Total Trades | 608 | 304 | 304 | 608 | 304 | 304 |
Winning Trades | 309 | 142 | 167 | 309 | 142 | 167 |
Losing Trades | 299 | 162 | 137 | 299 | 162 | 137 |
Profitability (%) | 50.8224 | 46.7105 | 54.9342 | 50.8224 | 46.7105 | 54.9342 |
Ratio Avg Win / Avg Loss | 1.0894 | 1.1431 | 1.0486 | 1.0696 | 1.1288 | 1.021 |
Largest Winning Trade | 13390 | 13390 | 11123 | 10797 | 10797 | 9242 |
Largest Losing Trade | -20976 | -20976 | -8113 | -18155 | -18155 | -9623 |
Avg Bars in Trades | 40 | 45 | 36 | 40 | 45 | 36 |
Avg Bars in Winners | 41 | 50 | 33 | 41 | 50 | 33 |
Avg Bars in Losers | 40 | 40 | 40 | 40 | 40 | 40 |
Bars Traded | 24802 | 13775 | 11027 | 24802 | 13775 | 11027 |
Profit Streak | 2.9891 | 2.9891 | 10.3537 | 2.9891 | 2.9891 | 10.3537 |
Trades During Streak | 7 | 3 | 7 | 7 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72735 | -575924 | 344201 | -96990 | -581040 | 285423 |
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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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