Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273084.4241 | 175721.6101 | 97362.814 | 421393.7262 | 422755.6609 | -1361.9347 |
Total P&L (%) | 273.0844 | 175.7216 | 97.3628 | 421.3937 | 422.7557 | -1.3619 |
Avg Daily Profit (%) | 0.2622 | 0.1687 | 0.0935 | 0.1587 | 0.1589 | -0.0013 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87961 | -45332 | -75574 | -805959 | -288227 | -633156 |
Profit Factor | 1.368 | 1.4649 | 1.2674 | 1.1614 | 1.3331 | 0.999 |
Total Trades | 420 | 210 | 210 | 420 | 210 | 210 |
Winning Trades | 169 | 82 | 87 | 169 | 82 | 87 |
Losing Trades | 251 | 128 | 123 | 251 | 128 | 123 |
Profitability (%) | 40.2381 | 39.0476 | 41.4286 | 40.2381 | 39.0476 | 41.4286 |
Ratio Avg Win / Avg Loss | 2.0317 | 2.2867 | 1.7918 | 1.725 | 2.081 | 1.4124 |
Largest Winning Trade | 61072 | 61072 | 46834 | 434248 | 434248 | 249739 |
Largest Losing Trade | -18984 | -15278 | -18984 | -115424 | -115424 | -96426 |
Avg Bars in Trades | 58 | 54 | 63 | 58 | 54 | 63 |
Avg Bars in Winners | 98 | 87 | 109 | 98 | 87 | 109 |
Avg Bars in Losers | 31 | 32 | 30 | 31 | 32 | 30 |
Bars Traded | 24668 | 11390 | 13278 | 24668 | 11390 | 13278 |
Profit Streak | 13.6247 | 0 | 15.0414 | 13.6247 | 0 | 15.0414 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315454 | 210262 | -69390 | -35554 | 178263 | -581314 |
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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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