Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235013.6217 | 134460.4106 | 100553.2111 | 479810.926 | 353865.9408 | 125944.9853 |
Total P&L (%) | 235.0136 | 134.4604 | 100.5532 | 479.8109 | 353.8659 | 125.945 |
Avg Daily Profit (%) | 0.4512 | 0.2582 | 0.1931 | 0.338 | 0.2908 | 0.1566 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67128 | -37188 | -53700 | -349729 | -189283 | -293517 |
Profit Factor | 1.254 | 1.2994 | 1.2113 | 1.13 | 1.1993 | 1.0658 |
Total Trades | 691 | 345 | 346 | 691 | 345 | 346 |
Winning Trades | 372 | 188 | 184 | 372 | 188 | 184 |
Losing Trades | 319 | 157 | 162 | 319 | 157 | 162 |
Profitability (%) | 53.835 | 54.4928 | 53.1792 | 53.835 | 54.4928 | 53.1792 |
Ratio Avg Win / Avg Loss | 1.0754 | 1.0851 | 1.0664 | 0.969 | 1.0016 | 0.9383 |
Largest Winning Trade | 22105 | 20146 | 22105 | 76238 | 76238 | 75481 |
Largest Losing Trade | -11100 | -11100 | -9847 | -56657 | -56657 | -42120 |
Avg Bars in Trades | 35 | 32 | 38 | 35 | 32 | 38 |
Avg Bars in Winners | 37 | 34 | 41 | 37 | 34 | 41 |
Avg Bars in Losers | 33 | 31 | 35 | 33 | 31 | 35 |
Bars Traded | 24757 | 11305 | 13452 | 24757 | 11305 | 13452 |
Profit Streak | 0 | 3.233 | 0 | 0 | 3.233 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471937 | 307149 | 295204 | -66841 | 267936 | -141504 |
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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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