Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80982.0591 | 61637.632 | 19344.427 | 25125.5454 | 46242.5366 | -21116.9912 |
Total P&L (%) | 80.9821 | 61.6376 | 19.3444 | 25.1255 | 46.2425 | -21.117 |
Avg Daily Profit (%) | 0.9329 | 0.71 | 0.2228 | 0.2585 | 0.4388 | -0.2729 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116793 | -66653 | -65709 | -73221 | -40033 | -43642 |
Profit Factor | 1.2141 | 1.4875 | 1.0768 | 1.0993 | 1.5633 | 0.8764 |
Total Trades | 665 | 333 | 332 | 665 | 333 | 332 |
Winning Trades | 276 | 119 | 157 | 276 | 119 | 157 |
Losing Trades | 389 | 214 | 175 | 389 | 214 | 175 |
Profitability (%) | 41.5038 | 35.7357 | 47.2892 | 41.5038 | 35.7357 | 47.2892 |
Ratio Avg Win / Avg Loss | 1.7112 | 2.6749 | 1.2003 | 1.5494 | 2.8113 | 0.9769 |
Largest Winning Trade | 91794 | 91794 | 75031 | 49141 | 49141 | 22948 |
Largest Losing Trade | -12229 | -2508 | -12229 | -13095 | -2205 | -13095 |
Avg Bars in Trades | 36 | 7 | 66 | 36 | 7 | 66 |
Avg Bars in Winners | 31 | 7 | 48 | 31 | 7 | 48 |
Avg Bars in Losers | 41 | 6 | 83 | 41 | 6 | 83 |
Bars Traded | 24547 | 2342 | 22205 | 24547 | 2342 | 22205 |
Profit Streak | 0.4185 | 0.4185 | 0.6685 | 0.4185 | 0.4185 | 0.6685 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309603 | 161368 | -139860 | -110493 | 54642 | -585119 |
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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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