Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 246494.8303 | 185585.6693 | 60909.161 | 196220.4837 | 58573.8577 | 137646.626 |
Total P&L (%) | 246.4948 | 185.5857 | 60.9092 | 196.2205 | 58.5739 | 137.6466 |
Avg Daily Profit (%) | 0.4733 | 0.3563 | 0.1169 | 0.2087 | 0.0886 | 0.1663 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66120 | -56725 | -59986 | -142349 | -180425 | -94106 |
Profit Factor | 1.2109 | 1.3063 | 1.1082 | 1.1018 | 1.0567 | 1.154 |
Total Trades | 659 | 330 | 329 | 659 | 330 | 329 |
Winning Trades | 346 | 172 | 174 | 346 | 172 | 174 |
Losing Trades | 313 | 158 | 155 | 313 | 158 | 155 |
Profitability (%) | 52.5038 | 52.1212 | 52.8875 | 52.5038 | 52.1212 | 52.8875 |
Ratio Avg Win / Avg Loss | 1.0954 | 1.1999 | 0.9872 | 0.9968 | 0.9707 | 1.028 |
Largest Winning Trade | 132403 | 132403 | 16924 | 94739 | 94739 | 38523 |
Largest Losing Trade | -32866 | -32866 | -17761 | -94084 | -94084 | -38758 |
Avg Bars in Trades | 37 | 38 | 36 | 37 | 38 | 36 |
Avg Bars in Winners | 36 | 37 | 35 | 36 | 37 | 35 |
Avg Bars in Losers | 39 | 40 | 37 | 39 | 40 | 37 |
Bars Traded | 24874 | 12798 | 12076 | 24874 | 12798 | 12076 |
Profit Streak | 0 | 0 | 10.0566 | 0 | 0 | 10.0566 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456994 | 358399 | -138171 | -99273 | -234435 | -41251 |
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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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