Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180700.0943 | 61205.9765 | 119494.1177 | 298662.732 | 104202.0274 | 194460.7046 |
Total P&L (%) | 180.7001 | 61.206 | 119.4941 | 298.6627 | 104.202 | 194.4607 |
Avg Daily Profit (%) | 0.6939 | 0.235 | 0.4589 | 0.5325 | 0.2745 | 0.4156 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44790 | -31828 | -30450 | -151700 | -74400 | -100997 |
Profit Factor | 1.2684 | 1.1899 | 1.3406 | 1.2186 | 1.1653 | 1.2642 |
Total Trades | 704 | 352 | 352 | 704 | 352 | 352 |
Winning Trades | 315 | 153 | 162 | 315 | 153 | 162 |
Losing Trades | 389 | 199 | 190 | 389 | 199 | 190 |
Profitability (%) | 44.7443 | 43.4659 | 46.0227 | 44.7443 | 43.4659 | 46.0227 |
Ratio Avg Win / Avg Loss | 1.5664 | 1.5476 | 1.5723 | 1.5048 | 1.5156 | 1.4827 |
Largest Winning Trade | 30892 | 25040 | 30892 | 94091 | 30132 | 94091 |
Largest Losing Trade | -9896 | -7457 | -9896 | -29462 | -29462 | -28982 |
Avg Bars in Trades | 35 | 33 | 36 | 35 | 33 | 36 |
Avg Bars in Winners | 48 | 47 | 48 | 48 | 47 | 48 |
Avg Bars in Losers | 24 | 23 | 25 | 24 | 23 | 25 |
Bars Traded | 24644 | 11883 | 12761 | 24644 | 11883 | 12761 |
Profit Streak | 2.1243 | 0 | 6.541 | 2.1243 | 0 | 6.541 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400356 | -5864 | 405000 | 339722 | -31985 | 334880 |
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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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