Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 787109.7444 | 752575.726 | 34534.0184 | 87957.6238 | 48444.9743 | 39512.6495 |
Total P&L (%) | 787.1097 | 752.5757 | 34.534 | 87.9576 | 48.445 | 39.5126 |
Avg Daily Profit (%) | 0.3388 | 0.3239 | 0.0149 | 0.0272 | 0.017 | 0.0143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215338 | -118074 | -280181 | -315166 | -292845 | -127795 |
Profit Factor | 1.4737 | 1.9347 | 1.0403 | 1.053 | 1.0546 | 1.0512 |
Total Trades | 347 | 174 | 173 | 347 | 174 | 173 |
Winning Trades | 142 | 68 | 74 | 142 | 68 | 74 |
Losing Trades | 205 | 106 | 99 | 205 | 106 | 99 |
Profitability (%) | 40.9222 | 39.0805 | 42.7746 | 40.9222 | 39.0805 | 42.7746 |
Ratio Avg Win / Avg Loss | 2.1275 | 3.0158 | 1.3918 | 1.5202 | 1.6439 | 1.4063 |
Largest Winning Trade | 524543 | 524543 | 45413 | 221092 | 221092 | 105236 |
Largest Losing Trade | -44742 | -34517 | -44742 | -100482 | -100482 | -54943 |
Avg Bars in Trades | 39 | 38 | 39 | 39 | 38 | 39 |
Avg Bars in Winners | 61 | 57 | 64 | 61 | 57 | 64 |
Avg Bars in Losers | 23 | 26 | 21 | 23 | 26 | 21 |
Bars Traded | 13536 | 6653 | 6883 | 13536 | 6653 | 6883 |
Profit Streak | 0 | 0 | 21.8977 | 0 | 0 | 21.8977 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351524 | 319692 | -353774 | -319417 | -334877 | -342090 |
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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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