Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 624156.505 | 556728.5279 | 67427.977 | 145240.1542 | 92446.9036 | 52793.2506 |
Total P&L (%) | 624.1565 | 556.7285 | 67.428 | 145.2402 | 92.4469 | 52.7933 |
Avg Daily Profit (%) | 0.2576 | 0.2298 | 0.0278 | 0.037 | 0.027 | 0.0175 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148630 | -122233 | -121787 | -188137 | -150230 | -169771 |
Profit Factor | 1.3961 | 1.629 | 1.0976 | 1.0785 | 1.0909 | 1.0633 |
Total Trades | 401 | 200 | 201 | 401 | 200 | 201 |
Winning Trades | 203 | 100 | 103 | 203 | 100 | 103 |
Losing Trades | 198 | 100 | 98 | 198 | 100 | 98 |
Profitability (%) | 50.6234 | 50 | 51.2438 | 50.6234 | 50 | 51.2438 |
Ratio Avg Win / Avg Loss | 1.3617 | 1.629 | 1.0443 | 1.0519 | 1.0909 | 1.0117 |
Largest Winning Trade | 198914 | 198914 | 52971 | 105655 | 105655 | 49280 |
Largest Losing Trade | -40166 | -33688 | -40166 | -67941 | -35261 | -67941 |
Avg Bars in Trades | 23 | 26 | 20 | 23 | 26 | 20 |
Avg Bars in Winners | 27 | 29 | 25 | 27 | 29 | 25 |
Avg Bars in Losers | 19 | 24 | 15 | 19 | 24 | 15 |
Bars Traded | 9473 | 5347 | 4126 | 9473 | 5347 | 4126 |
Profit Streak | 4.1908 | 14.6908 | 4.1908 | 4.1908 | 14.6908 | 4.1908 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434722 | 458460 | -268124 | -274774 | -275976 | -320608 |
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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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