Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230302.9078 | 200475.9165 | 29826.9913 | 29641.4199 | 88050.8184 | -58409.3984 |
Total P&L (%) | 230.3029 | 200.4759 | 29.827 | 29.6414 | 88.0508 | -58.4094 |
Avg Daily Profit (%) | 0.1901 | 0.1655 | 0.0246 | 0.0214 | 0.0522 | -0.0724 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -249484 | -118862 | -198905 | -296549 | -150921 | -223608 |
Profit Factor | 1.1199 | 1.2213 | 1.0294 | 1.0148 | 1.0878 | 0.9419 |
Total Trades | 835 | 417 | 418 | 835 | 417 | 418 |
Winning Trades | 443 | 215 | 228 | 443 | 215 | 228 |
Losing Trades | 392 | 202 | 190 | 392 | 202 | 190 |
Profitability (%) | 53.0539 | 51.5588 | 54.5455 | 53.0539 | 51.5588 | 54.5455 |
Ratio Avg Win / Avg Loss | 0.9909 | 1.1475 | 0.8578 | 0.8979 | 1.022 | 0.7849 |
Largest Winning Trade | 56276 | 56276 | 36776 | 68102 | 68102 | 48269 |
Largest Losing Trade | -26355 | -24346 | -26355 | -58011 | -44472 | -58011 |
Avg Bars in Trades | 17 | 16 | 17 | 17 | 16 | 17 |
Avg Bars in Winners | 16 | 16 | 17 | 16 | 16 | 17 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 14449 | 7043 | 7406 | 14449 | 7043 | 7406 |
Profit Streak | 5.2703 | 0 | 14.2703 | 5.2703 | 0 | 14.2703 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76641 | 325192 | -348996 | -367166 | -245097 | -576787 |
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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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