Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 59700.2198 | 39286.537 | 20413.6828 | 53226.7987 | 39344.9393 | 13881.8594 |
Total P&L (%) | 59.7002 | 39.2865 | 20.4137 | 53.2268 | 39.3449 | 13.8819 |
Avg Daily Profit (%) | 0.2292 | 0.1509 | 0.0784 | 0.164 | 0.1275 | 0.0499 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28254 | -29867 | -18317 | -29743 | -33854 | -24327 |
Profit Factor | 1.2062 | 1.2679 | 1.1429 | 1.15 | 1.222 | 1.0781 |
Total Trades | 438 | 219 | 219 | 438 | 219 | 219 |
Winning Trades | 337 | 170 | 167 | 337 | 170 | 167 |
Losing Trades | 101 | 49 | 52 | 101 | 49 | 52 |
Profitability (%) | 76.9406 | 77.6256 | 76.2557 | 76.9406 | 77.6256 | 76.2557 |
Ratio Avg Win / Avg Loss | 0.3615 | 0.3655 | 0.3559 | 0.3446 | 0.3522 | 0.3357 |
Largest Winning Trade | 9135 | 9135 | 7359 | 9879 | 9879 | 7039 |
Largest Losing Trade | -19520 | -19520 | -12122 | -18128 | -17965 | -18128 |
Avg Bars in Trades | 56 | 53 | 58 | 56 | 53 | 58 |
Avg Bars in Winners | 25 | 25 | 26 | 25 | 25 | 26 |
Avg Bars in Losers | 157 | 151 | 162 | 157 | 151 | 162 |
Bars Traded | 24641 | 11810 | 12831 | 24641 | 11810 | 12831 |
Profit Streak | 0 | 2.3447 | 0 | 0 | 2.3447 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338925 | 149526 | -157301 | -46666 | -26150 | -304936 |
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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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