Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 204635.3549 | 119257.8649 | 85377.49 | 322539.1486 | 262247.7482 | 60291.4004 |
Total P&L (%) | 204.6354 | 119.2579 | 85.3775 | 322.5391 | 262.2477 | 60.2914 |
Avg Daily Profit (%) | 0.3929 | 0.229 | 0.1639 | 0.2771 | 0.2474 | 0.0906 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65140 | -63018 | -30353 | -238237 | -205658 | -150365 |
Profit Factor | 1.2416 | 1.2854 | 1.199 | 1.1456 | 1.2422 | 1.0533 |
Total Trades | 595 | 298 | 297 | 595 | 298 | 297 |
Winning Trades | 324 | 158 | 166 | 324 | 158 | 166 |
Losing Trades | 271 | 140 | 131 | 271 | 140 | 131 |
Profitability (%) | 54.4538 | 53.0201 | 55.8923 | 54.4538 | 53.0201 | 55.8923 |
Ratio Avg Win / Avg Loss | 1.0385 | 1.1389 | 0.9462 | 0.9582 | 1.1007 | 0.8312 |
Largest Winning Trade | 21436 | 19552 | 21436 | 68888 | 54165 | 68888 |
Largest Losing Trade | -13976 | -12492 | -13976 | -50260 | -50260 | -42872 |
Avg Bars in Trades | 41 | 39 | 43 | 41 | 39 | 43 |
Avg Bars in Winners | 41 | 40 | 42 | 41 | 40 | 42 |
Avg Bars in Losers | 41 | 39 | 44 | 41 | 39 | 44 |
Bars Traded | 24759 | 11894 | 12865 | 24759 | 11894 | 12865 |
Profit Streak | 3.991 | 5.866 | 0 | 3.991 | 5.866 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427890 | 370009 | 188330 | -50848 | 366187 | -235031 |
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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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