Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293417.9227 | 249459.9718 | 43957.9509 | 43218.1104 | 247735.5213 | -204517.4109 |
Total P&L (%) | 293.4179 | 249.46 | 43.958 | 43.2181 | 247.7355 | -204.5174 |
Avg Daily Profit (%) | 0.2375 | 0.2019 | 0.0356 | 0.0291 | 0.1009 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138454 | -98407 | -114074 | -437573 | -237782 | -315965 |
Profit Factor | 1.1536 | 1.2809 | 1.043 | 1.0125 | 1.1559 | 0.8902 |
Total Trades | 726 | 363 | 363 | 726 | 363 | 363 |
Winning Trades | 320 | 158 | 162 | 320 | 158 | 162 |
Losing Trades | 406 | 205 | 201 | 406 | 205 | 201 |
Profitability (%) | 44.0771 | 43.5262 | 44.6281 | 44.0771 | 43.5262 | 44.6281 |
Ratio Avg Win / Avg Loss | 1.4636 | 1.6619 | 1.2941 | 1.2846 | 1.4998 | 1.1045 |
Largest Winning Trade | 63193 | 63193 | 38308 | 77952 | 77952 | 64231 |
Largest Losing Trade | -33432 | -24877 | -33432 | -67764 | -58878 | -67764 |
Avg Bars in Trades | 5 | 4 | 5 | 5 | 4 | 5 |
Avg Bars in Winners | 6 | 6 | 7 | 6 | 6 | 7 |
Avg Bars in Losers | 3 | 3 | 3 | 3 | 3 | 3 |
Bars Traded | 3701 | 1808 | 1893 | 3701 | 1808 | 1893 |
Profit Streak | 14.7862 | 20.4529 | 14.7862 | 14.7862 | 20.4529 | 14.7862 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40308 | 334337 | -319846 | -359404 | -106669 | -578507 |
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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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