Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100247.7686 | 19770.1163 | 80477.6523 | 84133.7502 | 17106.7511 | 67026.9991 |
Total P&L (%) | 100.2478 | 19.7701 | 80.4777 | 84.1338 | 17.1068 | 67.027 |
Avg Daily Profit (%) | 0.3849 | 0.0759 | 0.309 | 0.2347 | 0.0607 | 0.1972 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53226 | -38485 | -38318 | -97048 | -53077 | -80262 |
Profit Factor | 1.1332 | 1.0543 | 1.207 | 1.0782 | 1.0333 | 1.119 |
Total Trades | 917 | 458 | 459 | 917 | 458 | 459 |
Winning Trades | 420 | 203 | 217 | 420 | 203 | 217 |
Losing Trades | 497 | 255 | 242 | 497 | 255 | 242 |
Profitability (%) | 45.8015 | 44.3231 | 47.2767 | 45.8015 | 44.3231 | 47.2767 |
Ratio Avg Win / Avg Loss | 1.3409 | 1.3244 | 1.3461 | 1.2759 | 1.298 | 1.248 |
Largest Winning Trade | 29517 | 23878 | 29517 | 41964 | 24642 | 41964 |
Largest Losing Trade | -11292 | -6646 | -11292 | -18606 | -13277 | -18606 |
Avg Bars in Trades | 26 | 27 | 25 | 26 | 27 | 25 |
Avg Bars in Winners | 35 | 36 | 34 | 35 | 36 | 34 |
Avg Bars in Losers | 19 | 20 | 17 | 19 | 20 | 17 |
Bars Traded | 24500 | 12621 | 11879 | 24500 | 12621 | 11879 |
Profit Streak | 2.2824 | 0 | 4.5636 | 2.2824 | 0 | 4.5636 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64175 | -260887 | 306242 | -125966 | -306079 | -81756 |
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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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