Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230540.3288 | 140662.3178 | 89878.011 | 103253.8889 | -49300.7825 | 152554.6714 |
Total P&L (%) | 230.5403 | 140.6623 | 89.878 | 103.2539 | -49.3008 | 152.5547 |
Avg Daily Profit (%) | 0.2213 | 0.135 | 0.0863 | 0.0681 | -0.0652 | 0.089 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171354 | -129096 | -56926 | -442510 | -248550 | -198724 |
Profit Factor | 1.2594 | 1.2987 | 1.2151 | 1.0537 | 0.9514 | 1.1677 |
Total Trades | 494 | 247 | 247 | 494 | 247 | 247 |
Winning Trades | 237 | 110 | 127 | 237 | 110 | 127 |
Losing Trades | 257 | 137 | 120 | 257 | 137 | 120 |
Profitability (%) | 47.9757 | 44.5344 | 51.417 | 47.9757 | 44.5344 | 51.417 |
Ratio Avg Win / Avg Loss | 1.3657 | 1.6175 | 1.1481 | 1.1426 | 1.1849 | 1.1034 |
Largest Winning Trade | 168173 | 168173 | 25771 | 73139 | 69425 | 73139 |
Largest Losing Trade | -30895 | -15103 | -30895 | -47307 | -46484 | -47307 |
Avg Bars in Trades | 50 | 47 | 53 | 50 | 47 | 53 |
Avg Bars in Winners | 54 | 50 | 58 | 54 | 50 | 58 |
Avg Bars in Losers | 46 | 45 | 47 | 46 | 45 | 47 |
Bars Traded | 24861 | 11697 | 13164 | 24861 | 11697 | 13164 |
Profit Streak | 8.2096 | 8.2096 | 10.0429 | 8.2096 | 8.2096 | 10.0429 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380213 | -12288 | -76614 | -260546 | -579826 | -108614 |
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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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