Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 226808.2122 | 104856.3425 | 121951.8697 | 255373.4553 | 4072.1914 | 251301.264 |
Total P&L (%) | 226.8082 | 104.8563 | 121.9519 | 255.3735 | 4.0722 | 251.3013 |
Avg Daily Profit (%) | 0.2177 | 0.1007 | 0.1171 | 0.1218 | 0.0038 | 0.1207 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57545 | -65081 | -78013 | -183710 | -200062 | -176698 |
Profit Factor | 1.2633 | 1.2433 | 1.2832 | 1.1144 | 1.0035 | 1.2324 |
Total Trades | 564 | 282 | 282 | 564 | 282 | 282 |
Winning Trades | 254 | 122 | 132 | 254 | 122 | 132 |
Losing Trades | 310 | 160 | 150 | 310 | 160 | 150 |
Profitability (%) | 45.0355 | 43.2624 | 46.8085 | 45.0355 | 43.2624 | 46.8085 |
Ratio Avg Win / Avg Loss | 1.5418 | 1.6306 | 1.4582 | 1.3601 | 1.3161 | 1.4004 |
Largest Winning Trade | 65209 | 65209 | 30963 | 105752 | 105752 | 71725 |
Largest Losing Trade | -16537 | -13025 | -16537 | -41904 | -40758 | -41904 |
Avg Bars in Trades | 43 | 38 | 48 | 43 | 38 | 48 |
Avg Bars in Winners | 60 | 52 | 67 | 60 | 52 | 67 |
Avg Bars in Losers | 30 | 28 | 32 | 30 | 28 | 32 |
Bars Traded | 24620 | 10936 | 13684 | 24620 | 10936 | 13684 |
Profit Streak | 14.3373 | 0 | 15.004 | 14.3373 | 0 | 15.004 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372679 | -59442 | -35976 | -123457 | -571808 | -31459 |
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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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