Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395162.3579 | 304760.0627 | 90402.2953 | 166772.1505 | 569774.5512 | -403002.4007 |
Total P&L (%) | 395.1624 | 304.7601 | 90.4023 | 166.7722 | 569.7746 | -403.0024 |
Avg Daily Profit (%) | 0.1897 | 0.1463 | 0.0434 | 0.0471 | 0.0913 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -263083 | -154395 | -175544 | -985043 | -327147 | -895556 |
Profit Factor | 1.2119 | 1.321 | 1.0988 | 1.0328 | 1.2359 | 0.8487 |
Total Trades | 673 | 337 | 336 | 673 | 337 | 336 |
Winning Trades | 317 | 166 | 151 | 317 | 166 | 151 |
Losing Trades | 356 | 171 | 185 | 356 | 171 | 185 |
Profitability (%) | 47.1025 | 49.2582 | 44.9405 | 47.1025 | 49.2582 | 44.9405 |
Ratio Avg Win / Avg Loss | 1.361 | 1.3608 | 1.3462 | 1.1599 | 1.2731 | 1.0398 |
Largest Winning Trade | 97281 | 97281 | 45564 | 220307 | 220307 | 162457 |
Largest Losing Trade | -46746 | -24031 | -46746 | -318595 | -138649 | -318595 |
Avg Bars in Trades | 36 | 34 | 38 | 36 | 34 | 38 |
Avg Bars in Winners | 47 | 43 | 51 | 47 | 43 | 51 |
Avg Bars in Losers | 27 | 26 | 28 | 27 | 26 | 28 |
Bars Traded | 24839 | 11767 | 13071 | 24839 | 11767 | 13071 |
Profit Streak | 9.5275 | 9.5275 | 12.6108 | 9.5275 | 9.5275 | 12.6108 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380743 | 145296 | -246973 | -310902 | -69344 | -579263 |
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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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