Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 489974.7494 | 304799.7104 | 185175.039 | 498983.973 | 186906.5354 | 312077.4376 |
Total P&L (%) | 489.9747 | 304.7997 | 185.175 | 498.984 | 186.9065 | 312.0774 |
Avg Daily Profit (%) | 0.3318 | 0.2064 | 0.1254 | 0.1213 | 0.0714 | 0.096 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154945 | -106960 | -126019 | -305159 | -279410 | -224914 |
Profit Factor | 1.2462 | 1.3046 | 1.1871 | 1.1565 | 1.1129 | 1.2035 |
Total Trades | 765 | 382 | 383 | 765 | 382 | 383 |
Winning Trades | 304 | 140 | 164 | 304 | 140 | 164 |
Losing Trades | 461 | 242 | 219 | 461 | 242 | 219 |
Profitability (%) | 39.7386 | 36.6492 | 42.8198 | 39.7386 | 36.6492 | 42.8198 |
Ratio Avg Win / Avg Loss | 1.8898 | 2.2551 | 1.5852 | 1.7537 | 1.9237 | 1.6071 |
Largest Winning Trade | 94365 | 94365 | 48939 | 134260 | 134260 | 97718 |
Largest Losing Trade | -37903 | -14530 | -37903 | -78780 | -63684 | -78780 |
Avg Bars in Trades | 22 | 24 | 21 | 22 | 24 | 21 |
Avg Bars in Winners | 35 | 35 | 34 | 35 | 35 | 34 |
Avg Bars in Losers | 15 | 17 | 12 | 15 | 17 | 12 |
Bars Traded | 17591 | 9258 | 8333 | 17591 | 9258 | 8333 |
Profit Streak | 15.7061 | 16.1228 | 15.7061 | 15.7061 | 16.1228 | 15.7061 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411788 | 233854 | -39165 | -76544 | -195225 | -64263 |
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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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