Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 199063.9057 | 142972.5198 | 56091.3858 | 168082.8748 | 208096.5962 | -40013.7214 |
Total P&L (%) | 199.0639 | 142.9725 | 56.0914 | 168.0829 | 208.0966 | -40.0137 |
Avg Daily Profit (%) | 0.3822 | 0.2745 | 0.1077 | 0.1895 | 0.2163 | -0.0981 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132791 | -74943 | -81920 | -757465 | -509863 | -421138 |
Profit Factor | 1.1787 | 1.2798 | 1.093 | 1.0358 | 1.0946 | 0.984 |
Total Trades | 607 | 304 | 303 | 607 | 304 | 303 |
Winning Trades | 305 | 152 | 153 | 305 | 152 | 153 |
Losing Trades | 302 | 152 | 150 | 302 | 152 | 150 |
Profitability (%) | 50.2471 | 50 | 50.4951 | 50.2471 | 50 | 50.4951 |
Ratio Avg Win / Avg Loss | 1.1671 | 1.2798 | 1.0716 | 1.0256 | 1.0946 | 0.9647 |
Largest Winning Trade | 28161 | 28161 | 25987 | 160008 | 160008 | 122885 |
Largest Losing Trade | -32567 | -19638 | -32567 | -137059 | -137059 | -131447 |
Avg Bars in Trades | 40 | 39 | 41 | 40 | 39 | 41 |
Avg Bars in Winners | 41 | 41 | 41 | 41 | 41 | 41 |
Avg Bars in Losers | 39 | 38 | 41 | 39 | 38 | 41 |
Bars Traded | 24657 | 12083 | 12574 | 24657 | 12083 | 12574 |
Profit Streak | 5.0918 | 5.0918 | 5.5085 | 5.0918 | 5.0918 | 5.5085 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10976 | 338374 | -167127 | -169797 | -107547 | -579547 |
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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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