Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411839.3612 | 307333.332 | 104506.0291 | 137287.0057 | 113852.1755 | 23434.8302 |
Total P&L (%) | 411.8394 | 307.3333 | 104.506 | 137.287 | 113.8522 | 23.4348 |
Avg Daily Profit (%) | 0.2226 | 0.1661 | 0.0565 | 0.0467 | 0.0411 | 0.0114 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201680 | -177507 | -167116 | -793837 | -715498 | -373824 |
Profit Factor | 1.1963 | 1.3116 | 1.094 | 1.027 | 1.0458 | 1.009 |
Total Trades | 681 | 340 | 341 | 681 | 340 | 341 |
Winning Trades | 378 | 190 | 188 | 378 | 190 | 188 |
Losing Trades | 303 | 150 | 153 | 303 | 150 | 153 |
Profitability (%) | 55.5066 | 55.8824 | 55.132 | 55.5066 | 55.8824 | 55.132 |
Ratio Avg Win / Avg Loss | 0.9589 | 1.0355 | 0.8903 | 0.8233 | 0.8256 | 0.8212 |
Largest Winning Trade | 40119 | 40119 | 32708 | 94583 | 94583 | 86888 |
Largest Losing Trade | -64867 | -29926 | -64867 | -198643 | -198643 | -195526 |
Avg Bars in Trades | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 5468 | 2734 | 2734 | 5468 | 2734 | 2734 |
Profit Streak | 4.4498 | 0 | 17.7831 | 4.4498 | 0 | 17.7831 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 227016 | 350968 | -232635 | -318211 | -307563 | -390828 |
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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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