Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364919.3329 | 271956.2161 | 92963.1169 | 81247.3422 | 86660.7271 | -5413.3849 |
Total P&L (%) | 364.9193 | 271.9562 | 92.9631 | 81.2473 | 86.6607 | -5.4134 |
Avg Daily Profit (%) | 0.3572 | 0.2662 | 0.091 | 0.0582 | 0.0611 | -0.0054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -301491 | -183254 | -156613 | -608585 | -399647 | -358127 |
Profit Factor | 1.2193 | 1.2868 | 1.1299 | 1.03 | 1.0574 | 0.9955 |
Total Trades | 737 | 368 | 369 | 737 | 368 | 369 |
Winning Trades | 327 | 149 | 178 | 327 | 149 | 178 |
Losing Trades | 410 | 219 | 191 | 410 | 219 | 191 |
Profitability (%) | 44.3691 | 40.4891 | 48.2385 | 44.3691 | 40.4891 | 48.2385 |
Ratio Avg Win / Avg Loss | 1.5288 | 1.8913 | 1.2124 | 1.2914 | 1.5541 | 1.0682 |
Largest Winning Trade | 195791 | 195791 | 30053 | 204246 | 204246 | 108572 |
Largest Losing Trade | -25015 | -20148 | -25015 | -108616 | -108616 | -63351 |
Avg Bars in Trades | 33 | 39 | 26 | 33 | 39 | 26 |
Avg Bars in Winners | 40 | 47 | 34 | 40 | 47 | 34 |
Avg Bars in Losers | 27 | 34 | 19 | 27 | 34 | 19 |
Bars Traded | 24326 | 14498 | 9828 | 24326 | 14498 | 9828 |
Profit Streak | 1.6206 | 0 | 7.2873 | 1.6206 | 0 | 7.2873 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320987 | 250963 | -147034 | -303469 | -269961 | -576998 |
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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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