Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 214240.0491 | 162062.2355 | 52177.8136 | 139299.0442 | 171314.2828 | -32015.2387 |
Total P&L (%) | 214.24 | 162.0622 | 52.1778 | 139.299 | 171.3143 | -32.0152 |
Avg Daily Profit (%) | 0.2057 | 0.1556 | 0.0501 | 0.0838 | 0.0959 | -0.037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75400 | -68756 | -86452 | -231782 | -106375 | -202642 |
Profit Factor | 1.1914 | 1.3066 | 1.0883 | 1.0784 | 1.2105 | 0.9667 |
Total Trades | 886 | 443 | 443 | 886 | 443 | 443 |
Winning Trades | 402 | 191 | 211 | 402 | 191 | 211 |
Losing Trades | 484 | 252 | 232 | 484 | 252 | 232 |
Profitability (%) | 45.3725 | 43.1151 | 47.6298 | 45.3725 | 43.1151 | 47.6298 |
Ratio Avg Win / Avg Loss | 1.4344 | 1.7239 | 1.1967 | 1.2984 | 1.5971 | 1.063 |
Largest Winning Trade | 65212 | 65212 | 27502 | 137314 | 137314 | 63749 |
Largest Losing Trade | -22833 | -15280 | -22833 | -57917 | -41563 | -57917 |
Avg Bars in Trades | 28 | 26 | 29 | 28 | 26 | 29 |
Avg Bars in Winners | 37 | 36 | 39 | 37 | 36 | 39 |
Avg Bars in Losers | 19 | 19 | 20 | 19 | 19 | 20 |
Bars Traded | 24888 | 11871 | 13017 | 24888 | 11871 | 13017 |
Profit Streak | 2.6324 | 11.7574 | 2.6324 | 2.6324 | 11.7574 | 2.6324 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 21016 | 338703 | -250930 | -212453 | -63401 | -579488 |
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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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