Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387643.5652 | 265601.7732 | 122041.792 | 271063.2246 | -585182.7346 | 856245.9592 |
Total P&L (%) | 387.6436 | 265.6018 | 122.0418 | 271.0632 | -585.1827 | 856.246 |
Avg Daily Profit (%) | 0.1861 | 0.1275 | 0.0586 | 0.063 | 0 | 0.1084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104976 | -116526 | -60978 | -1106500 | -1729334 | -203557 |
Profit Factor | 1.2497 | 1.2406 | 1.2721 | 1.0276 | 0.9233 | 1.3931 |
Total Trades | 875 | 437 | 438 | 875 | 437 | 438 |
Winning Trades | 647 | 349 | 298 | 647 | 349 | 298 |
Losing Trades | 228 | 88 | 140 | 228 | 88 | 140 |
Profitability (%) | 73.9429 | 79.8627 | 68.0365 | 73.9429 | 79.8627 | 68.0365 |
Ratio Avg Win / Avg Loss | 0.4404 | 0.3128 | 0.5976 | 0.3621 | 0.2328 | 0.6545 |
Largest Winning Trade | 26268 | 26268 | 11952 | 124089 | 124089 | 70627 |
Largest Losing Trade | -49329 | -49329 | -26526 | -692609 | -692609 | -139362 |
Avg Bars in Trades | 28 | 51 | 5 | 28 | 51 | 5 |
Avg Bars in Winners | 11 | 18 | 3 | 11 | 18 | 3 |
Avg Bars in Losers | 75 | 179 | 9 | 75 | 179 | 9 |
Bars Traded | 24659 | 22308 | 2351 | 24659 | 22308 | 2351 |
Profit Streak | 19.9765 | 20.0598 | 19.9765 | 19.9765 | 20.0598 | 19.9765 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 557868 | -18103 | -111038 | -290770 | -574114 | -43408 |
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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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