Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 178873.7942 | 114256.4019 | 64617.3923 | 39987.0494 | 38393.6612 | 1593.3882 |
Total P&L (%) | 178.8738 | 114.2564 | 64.6174 | 39.987 | 38.3937 | 1.5934 |
Avg Daily Profit (%) | 0.1717 | 0.1097 | 0.062 | 0.0323 | 0.0312 | 0.0015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155762 | -71078 | -118011 | -113129 | -42540 | -94637 |
Profit Factor | 1.205 | 1.2721 | 1.1428 | 1.0763 | 1.1593 | 1.0056 |
Total Trades | 633 | 316 | 317 | 633 | 316 | 317 |
Winning Trades | 420 | 212 | 208 | 420 | 212 | 208 |
Losing Trades | 213 | 104 | 109 | 213 | 104 | 109 |
Profitability (%) | 66.3507 | 67.0886 | 65.6151 | 66.3507 | 67.0886 | 65.6151 |
Ratio Avg Win / Avg Loss | 0.6111 | 0.624 | 0.5989 | 0.5458 | 0.5687 | 0.527 |
Largest Winning Trade | 41255 | 28417 | 41255 | 39152 | 18692 | 39152 |
Largest Losing Trade | -68719 | -33083 | -68719 | -45136 | -33043 | -45136 |
Avg Bars in Trades | 38 | 39 | 38 | 38 | 39 | 38 |
Avg Bars in Winners | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Losers | 72 | 75 | 69 | 72 | 75 | 69 |
Bars Traded | 24471 | 12397 | 12074 | 24471 | 12397 | 12074 |
Profit Streak | 1.2563 | 0 | 1.423 | 1.2563 | 0 | 1.423 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300395 | -44999 | -175051 | -287100 | -197188 | -572015 |
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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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