Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81472.176 | 67413.1041 | 14059.0718 | 62241.0109 | 96550.3542 | -34309.3433 |
Total P&L (%) | 81.4722 | 67.4131 | 14.0591 | 62.241 | 96.5504 | -34.3093 |
Avg Daily Profit (%) | 0.3128 | 0.2589 | 0.054 | 0.186 | 0.2598 | -0.1612 |
Buy And Hold Return (%) | 17.16 | 17.16 | 17.16 | 17.16 | 17.16 | 17.16 |
Max Trade Drawdown | -69080 | -33583 | -61950 | -165174 | -70182 | -149735 |
Profit Factor | 1.1861 | 1.3226 | 1.0615 | 1.0726 | 1.2438 | 0.9256 |
Total Trades | 533 | 266 | 267 | 533 | 266 | 267 |
Winning Trades | 409 | 214 | 195 | 409 | 214 | 195 |
Losing Trades | 124 | 52 | 72 | 124 | 52 | 72 |
Profitability (%) | 76.7355 | 80.4511 | 73.0337 | 76.7355 | 80.4511 | 73.0337 |
Ratio Avg Win / Avg Loss | 0.3596 | 0.3214 | 0.3919 | 0.3252 | 0.3022 | 0.3417 |
Largest Winning Trade | 7348 | 7348 | 6838 | 13885 | 13885 | 13871 |
Largest Losing Trade | -37226 | -17543 | -37226 | -88111 | -32021 | -88111 |
Avg Bars in Trades | 45 | 52 | 37 | 45 | 52 | 37 |
Avg Bars in Winners | 19 | 24 | 14 | 19 | 24 | 14 |
Avg Bars in Losers | 129 | 170 | 99 | 129 | 170 | 99 |
Bars Traded | 24105 | 14085 | 10020 | 24105 | 14085 | 10020 |
Profit Streak | 6.5315 | 6.5315 | 7.2607 | 6.5315 | 6.5315 | 7.2607 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3454 | 321514 | -437190 | -130395 | 353784 | -576780 |
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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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