Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 498973.2791 | 394494.5074 | 104478.7717 | 726960.885 | 407545.1212 | 319415.7638 |
Total P&L (%) | 498.9733 | 394.4945 | 104.4788 | 726.9609 | 407.5451 | 319.4158 |
Avg Daily Profit (%) | 0.479 | 0.3787 | 0.1003 | 0.203 | 0.1561 | 0.1377 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84108 | -81130 | -63129 | -321403 | -255342 | -196982 |
Profit Factor | 1.6636 | 2.0253 | 1.2846 | 1.2674 | 1.2883 | 1.2448 |
Total Trades | 372 | 186 | 186 | 372 | 186 | 186 |
Winning Trades | 185 | 89 | 96 | 185 | 89 | 96 |
Losing Trades | 187 | 97 | 90 | 187 | 97 | 90 |
Profitability (%) | 49.7312 | 47.8495 | 51.6129 | 49.7312 | 47.8495 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.6816 | 2.2074 | 1.2043 | 1.2811 | 1.4041 | 1.167 |
Largest Winning Trade | 316435 | 316435 | 35067 | 377526 | 377526 | 129746 |
Largest Losing Trade | -15097 | -14883 | -15097 | -95356 | -95356 | -74189 |
Avg Bars in Trades | 64 | 63 | 65 | 64 | 63 | 65 |
Avg Bars in Winners | 83 | 76 | 89 | 83 | 76 | 89 |
Avg Bars in Losers | 46 | 51 | 39 | 46 | 51 | 39 |
Bars Traded | 24087 | 11870 | 12217 | 24087 | 11870 | 12217 |
Profit Streak | 16.6659 | 0 | 17.8325 | 16.6659 | 0 | 17.8325 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 560526 | 452872 | -57390 | 373013 | 246245 | -7727 |
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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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