Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354656.5779 | 248009.1827 | 106647.3952 | 613164.7462 | 202236.8269 | 410927.9193 |
Total P&L (%) | 354.6566 | 248.0092 | 106.6474 | 613.1647 | 202.2368 | 410.9279 |
Avg Daily Profit (%) | 0.3405 | 0.2381 | 0.1024 | 0.1888 | 0.1062 | 0.1567 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82029 | -83029 | -48622 | -945388 | -829464 | -441986 |
Profit Factor | 1.3172 | 1.4489 | 1.1885 | 1.0879 | 1.0585 | 1.1167 |
Total Trades | 850 | 425 | 425 | 850 | 425 | 425 |
Winning Trades | 415 | 207 | 208 | 415 | 207 | 208 |
Losing Trades | 435 | 218 | 217 | 435 | 218 | 217 |
Profitability (%) | 48.8235 | 48.7059 | 48.9412 | 48.8235 | 48.7059 | 48.9412 |
Ratio Avg Win / Avg Loss | 1.3807 | 1.5259 | 1.24 | 1.1403 | 1.1148 | 1.165 |
Largest Winning Trade | 85267 | 85267 | 34501 | 227962 | 227962 | 226246 |
Largest Losing Trade | -27319 | -27319 | -20869 | -245824 | -245824 | -172817 |
Avg Bars in Trades | 28 | 27 | 30 | 28 | 27 | 30 |
Avg Bars in Winners | 39 | 33 | 45 | 39 | 33 | 45 |
Avg Bars in Losers | 19 | 21 | 16 | 19 | 21 | 16 |
Bars Traded | 24604 | 11549 | 13055 | 24604 | 11549 | 13055 |
Profit Streak | 0 | 0 | 10.7833 | 0 | 0 | 10.7833 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492730 | 413706 | -67542 | -111272 | -205893 | -83059 |
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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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