Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245718.4661 | 112982.9798 | 132735.4862 | 240813.3276 | 106766.1299 | 134047.1977 |
Total P&L (%) | 245.7185 | 112.983 | 132.7355 | 240.8133 | 106.7661 | 134.0472 |
Avg Daily Profit (%) | 0.2359 | 0.1085 | 0.1274 | 0.1178 | 0.0698 | 0.0817 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64809 | -63518 | -88913 | -248786 | -188881 | -204867 |
Profit Factor | 1.2368 | 1.2181 | 1.2554 | 1.0986 | 1.0875 | 1.1096 |
Total Trades | 777 | 388 | 389 | 777 | 388 | 389 |
Winning Trades | 536 | 255 | 281 | 536 | 255 | 281 |
Losing Trades | 241 | 133 | 108 | 241 | 133 | 108 |
Profitability (%) | 68.9833 | 65.7216 | 72.2365 | 68.9833 | 65.7216 | 72.2365 |
Ratio Avg Win / Avg Loss | 0.5561 | 0.6353 | 0.4825 | 0.494 | 0.5672 | 0.4265 |
Largest Winning Trade | 23010 | 23010 | 22677 | 49903 | 49903 | 32470 |
Largest Losing Trade | -62582 | -23283 | -62582 | -145925 | -77368 | -145925 |
Avg Bars in Trades | 32 | 31 | 32 | 32 | 31 | 32 |
Avg Bars in Winners | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Losers | 57 | 53 | 62 | 57 | 53 | 62 |
Bars Traded | 24884 | 12074 | 12811 | 24884 | 12074 | 12811 |
Profit Streak | 0.3341 | 0 | 7.1675 | 0.3341 | 0 | 7.1675 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334230 | -46761 | -18690 | -146176 | -222173 | -179463 |
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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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