Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343640.6994 | 231312.582 | 112328.1174 | 507341.8233 | 460024.7209 | 47317.1024 |
Total P&L (%) | 343.6407 | 231.3126 | 112.3281 | 507.3418 | 460.0247 | 47.3171 |
Avg Daily Profit (%) | 0.3299 | 0.2221 | 0.1078 | 0.1733 | 0.1655 | 0.0372 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91059 | -72937 | -107394 | -398398 | -273303 | -395154 |
Profit Factor | 1.3152 | 1.4288 | 1.204 | 1.1503 | 1.2807 | 1.0272 |
Total Trades | 466 | 233 | 233 | 466 | 233 | 233 |
Winning Trades | 203 | 98 | 105 | 203 | 98 | 105 |
Losing Trades | 263 | 135 | 128 | 263 | 135 | 128 |
Profitability (%) | 43.5622 | 42.0601 | 45.0644 | 43.5622 | 42.0601 | 45.0644 |
Ratio Avg Win / Avg Loss | 1.7039 | 1.9682 | 1.4677 | 1.4903 | 1.7642 | 1.2522 |
Largest Winning Trade | 58901 | 58901 | 27332 | 218150 | 218150 | 79452 |
Largest Losing Trade | -47300 | -18719 | -47300 | -228141 | -74095 | -228141 |
Avg Bars in Trades | 53 | 47 | 59 | 53 | 47 | 59 |
Avg Bars in Winners | 76 | 64 | 87 | 76 | 64 | 87 |
Avg Bars in Losers | 35 | 34 | 35 | 35 | 34 | 35 |
Bars Traded | 24820 | 11046 | 13774 | 24820 | 11046 | 13774 |
Profit Streak | 0 | 0 | 10.5401 | 0 | 0 | 10.5401 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358237 | 265230 | -49680 | -47485 | 215263 | -335502 |
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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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