Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269887.3513 | 147156.752 | 122730.5993 | 175919.7462 | 46711.6197 | 129208.1265 |
Total P&L (%) | 269.8874 | 147.1568 | 122.7306 | 175.9197 | 46.7116 | 129.2081 |
Avg Daily Profit (%) | 0.2591 | 0.1413 | 0.1178 | 0.0975 | 0.0368 | 0.0797 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142013 | -65455 | -104583 | -154243 | -175460 | -87623 |
Profit Factor | 1.3154 | 1.3293 | 1.3003 | 1.1795 | 1.0832 | 1.3085 |
Total Trades | 456 | 228 | 228 | 456 | 228 | 228 |
Winning Trades | 342 | 170 | 172 | 342 | 170 | 172 |
Losing Trades | 114 | 58 | 56 | 114 | 58 | 56 |
Profitability (%) | 75 | 74.5614 | 75.4386 | 75 | 74.5614 | 75.4386 |
Ratio Avg Win / Avg Loss | 0.4385 | 0.4535 | 0.4233 | 0.3932 | 0.3696 | 0.426 |
Largest Winning Trade | 28280 | 28280 | 19772 | 41048 | 40697 | 41048 |
Largest Losing Trade | -72368 | -42873 | -72368 | -121977 | -121977 | -49066 |
Avg Bars in Trades | 54 | 53 | 54 | 54 | 53 | 54 |
Avg Bars in Winners | 32 | 29 | 35 | 32 | 29 | 35 |
Avg Bars in Losers | 119 | 124 | 115 | 119 | 124 | 115 |
Bars Traded | 24829 | 12308 | 12521 | 24829 | 12308 | 12521 |
Profit Streak | 4.8699 | 14.2866 | 4.8699 | 4.8699 | 14.2866 | 4.8699 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479632 | -534 | -32762 | -80929 | -270726 | -83593 |
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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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