Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367945.52 | 277990.4145 | 89955.1055 | 77558.5617 | 132299.1961 | -54740.6343 |
Total P&L (%) | 367.9455 | 277.9904 | 89.9551 | 77.5586 | 132.2992 | -54.7406 |
Avg Daily Profit (%) | 0.3617 | 0.2733 | 0.0884 | 0.0565 | 0.0829 | -0.0779 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117081 | -118754 | -103236 | -401083 | -162175 | -281768 |
Profit Factor | 1.2173 | 1.3485 | 1.1005 | 1.0359 | 1.1307 | 0.9523 |
Total Trades | 761 | 380 | 381 | 761 | 380 | 381 |
Winning Trades | 357 | 153 | 204 | 357 | 153 | 204 |
Losing Trades | 404 | 227 | 177 | 404 | 227 | 177 |
Profitability (%) | 46.912 | 40.2632 | 53.5433 | 46.912 | 40.2632 | 53.5433 |
Ratio Avg Win / Avg Loss | 1.3776 | 2.0007 | 0.9548 | 1.1723 | 1.6775 | 0.8263 |
Largest Winning Trade | 207947 | 207947 | 29008 | 132387 | 132387 | 61362 |
Largest Losing Trade | -34628 | -24189 | -34628 | -108236 | -43521 | -108236 |
Avg Bars in Trades | 31 | 30 | 32 | 31 | 30 | 32 |
Avg Bars in Winners | 39 | 38 | 40 | 39 | 38 | 40 |
Avg Bars in Losers | 24 | 25 | 23 | 24 | 25 | 23 |
Bars Traded | 24145 | 11712 | 12433 | 24145 | 11712 | 12433 |
Profit Streak | 11.7544 | 11.7544 | 12.5877 | 11.7544 | 11.7544 | 12.5877 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466668 | 304960 | -183129 | -294204 | -159255 | -577314 |
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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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