Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258516.616 | 238001.7565 | 20514.8595 | -69167.1344 | -53691.5742 | -15475.5603 |
Total P&L (%) | 258.5166 | 238.0018 | 20.5149 | -69.1671 | -53.6916 | -15.4756 |
Avg Daily Profit (%) | 0.2095 | 0.1928 | 0.0166 | -0.0953 | -0.0624 | -0.0136 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140105 | -87814 | -132846 | -226469 | -155094 | -117862 |
Profit Factor | 1.2677 | 1.5188 | 1.0405 | 0.9153 | 0.8735 | 0.9605 |
Total Trades | 451 | 225 | 226 | 451 | 225 | 226 |
Winning Trades | 356 | 180 | 176 | 356 | 180 | 176 |
Losing Trades | 95 | 45 | 50 | 95 | 45 | 50 |
Profitability (%) | 78.9357 | 80 | 77.8761 | 78.9357 | 80 | 77.8761 |
Ratio Avg Win / Avg Loss | 0.3383 | 0.3797 | 0.2956 | 0.2443 | 0.2184 | 0.2729 |
Largest Winning Trade | 118108 | 118108 | 16138 | 23541 | 21202 | 23541 |
Largest Losing Trade | -91887 | -51690 | -91887 | -79106 | -68173 | -79106 |
Avg Bars in Trades | 32 | 36 | 27 | 32 | 36 | 27 |
Avg Bars in Winners | 14 | 15 | 13 | 14 | 15 | 13 |
Avg Bars in Losers | 98 | 121 | 77 | 98 | 121 | 77 |
Bars Traded | 14530 | 8235 | 6295 | 14530 | 8235 | 6295 |
Profit Streak | 10.9396 | 16.8563 | 10.9396 | 10.9396 | 16.8563 | 10.9396 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492508 | 482797 | -348813 | -573019 | -574681 | -574731 |
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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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