Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376063.391 | 208232.7959 | 167830.5951 | 171659.0458 | -68499.1135 | 240158.1593 |
Total P&L (%) | 376.0634 | 208.2328 | 167.8306 | 171.659 | -68.4991 | 240.1582 |
Avg Daily Profit (%) | 0.207 | 0.1146 | 0.0924 | 0.055 | -0.0635 | 0.0674 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191065 | -126831 | -99530 | -1953669 | -1232260 | -1262259 |
Profit Factor | 1.2025 | 1.216 | 1.1879 | 1.0127 | 0.9901 | 1.036 |
Total Trades | 919 | 460 | 459 | 919 | 460 | 459 |
Winning Trades | 417 | 200 | 217 | 417 | 200 | 217 |
Losing Trades | 502 | 260 | 242 | 502 | 260 | 242 |
Profitability (%) | 45.3754 | 43.4783 | 47.2767 | 45.3754 | 43.4783 | 47.2767 |
Ratio Avg Win / Avg Loss | 1.4476 | 1.5808 | 1.3247 | 1.2191 | 1.2871 | 1.1553 |
Largest Winning Trade | 103822 | 103822 | 46370 | 758740 | 758740 | 311757 |
Largest Losing Trade | -19264 | -19264 | -15883 | -291995 | -209225 | -291995 |
Avg Bars in Trades | 23 | 23 | 24 | 23 | 23 | 24 |
Avg Bars in Winners | 28 | 27 | 30 | 28 | 27 | 30 |
Avg Bars in Losers | 19 | 19 | 18 | 19 | 19 | 18 |
Bars Traded | 21680 | 10615 | 11065 | 21680 | 10615 | 11065 |
Profit Streak | 5.3849 | 8.6349 | 5.3849 | 5.3849 | 8.6349 | 5.3849 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448724 | -38148 | -81735 | -320766 | -577925 | -282142 |
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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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