Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336215.9428 | 179787.5958 | 156428.347 | 102153.3926 | -177729.5399 | 279882.9325 |
Total P&L (%) | 336.2159 | 179.7876 | 156.4283 | 102.1534 | -177.7295 | 279.8829 |
Avg Daily Profit (%) | 0.1844 | 0.0986 | 0.0858 | 0.0386 | 0 | 0.0732 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145836 | -117671 | -87505 | -1276355 | -879826 | -858923 |
Profit Factor | 1.2171 | 1.2269 | 1.2069 | 1.01 | 0.9662 | 1.0566 |
Total Trades | 873 | 437 | 436 | 873 | 437 | 436 |
Winning Trades | 384 | 175 | 209 | 384 | 175 | 209 |
Losing Trades | 489 | 262 | 227 | 489 | 262 | 227 |
Profitability (%) | 43.9863 | 40.0458 | 47.9358 | 43.9863 | 40.0458 | 47.9358 |
Ratio Avg Win / Avg Loss | 1.5499 | 1.8368 | 1.3108 | 1.2862 | 1.4465 | 1.1476 |
Largest Winning Trade | 110981 | 110981 | 50513 | 463036 | 463036 | 273436 |
Largest Losing Trade | -26954 | -22481 | -26954 | -214825 | -211730 | -214825 |
Avg Bars in Trades | 24 | 24 | 25 | 24 | 24 | 25 |
Avg Bars in Winners | 30 | 30 | 29 | 30 | 30 | 29 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 21694 | 10738 | 10956 | 21694 | 10738 | 10956 |
Profit Streak | 3.0404 | 3.6237 | 0 | 3.0404 | 3.6237 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344334 | -63000 | -77687 | -349444 | -581543 | -252249 |
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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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