Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 179234.5156 | 88003.3432 | 91231.1724 | 73243.8197 | -26926.3014 | 100170.1212 |
Total P&L (%) | 179.2345 | 88.0033 | 91.2312 | 73.2438 | -26.9263 | 100.1701 |
Avg Daily Profit (%) | 0.1721 | 0.0845 | 0.0876 | 0.0528 | -0.0301 | 0.0666 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121558 | -62911 | -99575 | -130681 | -97085 | -70522 |
Profit Factor | 1.225 | 1.2107 | 1.2407 | 1.1071 | 0.9312 | 1.342 |
Total Trades | 525 | 263 | 262 | 525 | 263 | 262 |
Winning Trades | 414 | 211 | 203 | 414 | 211 | 203 |
Losing Trades | 111 | 52 | 59 | 111 | 52 | 59 |
Profitability (%) | 78.8571 | 80.2281 | 77.4809 | 78.8571 | 80.2281 | 77.4809 |
Ratio Avg Win / Avg Loss | 0.3284 | 0.2984 | 0.3606 | 0.2968 | 0.2295 | 0.39 |
Largest Winning Trade | 26204 | 26204 | 19506 | 39918 | 14194 | 39918 |
Largest Losing Trade | -57168 | -34746 | -57168 | -84977 | -84977 | -31940 |
Avg Bars in Trades | 46 | 51 | 42 | 46 | 51 | 42 |
Avg Bars in Winners | 22 | 24 | 20 | 22 | 24 | 20 |
Avg Bars in Losers | 138 | 163 | 117 | 138 | 163 | 117 |
Bars Traded | 24673 | 13611 | 11062 | 24673 | 13611 | 11062 |
Profit Streak | 14.3151 | 53.1901 | 14.3151 | 14.3151 | 53.1901 | 14.3151 |
Trades During Streak | 7 | 18 | 3 | 7 | 18 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500338 | -75745 | -72104 | -218314 | -574232 | -99400 |
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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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