Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260225.3296 | 119021.903 | 141203.4266 | 193510.5418 | 89856.0495 | 103654.4922 |
Total P&L (%) | 260.2253 | 119.0219 | 141.2034 | 193.5105 | 89.8561 | 103.6545 |
Avg Daily Profit (%) | 0.2342 | 0.1071 | 0.1271 | 0.0969 | 0.0577 | 0.064 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131754 | -77432 | -98740 | -384697 | -244473 | -248918 |
Profit Factor | 1.2449 | 1.2318 | 1.2571 | 1.0815 | 1.0802 | 1.0826 |
Total Trades | 603 | 302 | 301 | 603 | 302 | 301 |
Winning Trades | 408 | 197 | 211 | 408 | 197 | 211 |
Losing Trades | 195 | 105 | 90 | 195 | 105 | 90 |
Profitability (%) | 67.6617 | 65.2318 | 70.0997 | 67.6617 | 65.2318 | 70.0997 |
Ratio Avg Win / Avg Loss | 0.595 | 0.6565 | 0.5362 | 0.5169 | 0.5757 | 0.4618 |
Largest Winning Trade | 49099 | 49099 | 19601 | 61349 | 61349 | 41853 |
Largest Losing Trade | -64031 | -23261 | -64031 | -166100 | -92039 | -166100 |
Avg Bars in Trades | 21 | 20 | 23 | 21 | 20 | 23 |
Avg Bars in Winners | 14 | 12 | 17 | 14 | 12 | 17 |
Avg Bars in Losers | 36 | 34 | 38 | 36 | 34 | 38 |
Bars Traded | 13159 | 6052 | 7107 | 13159 | 6052 | 7107 |
Profit Streak | 0 | 0 | 15.6579 | 0 | 0 | 15.6579 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436599 | -48731 | -19853 | -190012 | -246579 | -233393 |
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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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