Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252404.7769 | 70198.5438 | 182206.2331 | 114872.737 | 28239.0338 | 86633.7032 |
Total P&L (%) | 252.4048 | 70.1985 | 182.2062 | 114.8727 | 28.239 | 86.6337 |
Avg Daily Profit (%) | 0.2455 | 0.0683 | 0.1772 | 0.0744 | 0.0242 | 0.0607 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114655 | -81522 | -89511 | -373751 | -192852 | -263158 |
Profit Factor | 1.2053 | 1.1245 | 1.2737 | 1.0484 | 1.0262 | 1.0669 |
Total Trades | 529 | 265 | 264 | 529 | 265 | 264 |
Winning Trades | 267 | 138 | 129 | 267 | 138 | 129 |
Losing Trades | 262 | 127 | 135 | 262 | 127 | 135 |
Profitability (%) | 50.4726 | 52.0755 | 48.8636 | 50.4726 | 52.0755 | 48.8636 |
Ratio Avg Win / Avg Loss | 1.1827 | 1.0349 | 1.3329 | 1.0288 | 0.9444 | 1.1165 |
Largest Winning Trade | 39907 | 21071 | 39907 | 115040 | 38496 | 115040 |
Largest Losing Trade | -41916 | -20153 | -41916 | -148754 | -58708 | -148754 |
Avg Bars in Trades | 46 | 25 | 67 | 46 | 25 | 67 |
Avg Bars in Winners | 52 | 22 | 84 | 52 | 22 | 84 |
Avg Bars in Losers | 39 | 27 | 50 | 39 | 27 | 50 |
Bars Traded | 24445 | 6637 | 17808 | 24445 | 6637 | 17808 |
Profit Streak | 8.6367 | 12.8867 | 0 | 8.6367 | 12.8867 | 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 | 396390 | -183349 | 278391 | -257333 | -355173 | -258428 |
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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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