Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126392.6561 | 100725.4503 | 25667.2058 | 48527.984 | 58933.4787 | -10405.4947 |
Total P&L (%) | 126.3927 | 100.7255 | 25.6672 | 48.528 | 58.9335 | -10.4055 |
Avg Daily Profit (%) | 0.2427 | 0.1934 | 0.0493 | 0.076 | 0.089 | -0.0211 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114020 | -72433 | -62371 | -77809 | -35882 | -56413 |
Profit Factor | 1.2185 | 1.3874 | 1.0806 | 1.1189 | 1.3352 | 0.9552 |
Total Trades | 395 | 197 | 198 | 395 | 197 | 198 |
Winning Trades | 318 | 162 | 156 | 318 | 162 | 156 |
Losing Trades | 77 | 35 | 42 | 77 | 35 | 42 |
Profitability (%) | 80.5063 | 82.2335 | 78.7879 | 80.5063 | 82.2335 | 78.7879 |
Ratio Avg Win / Avg Loss | 0.2951 | 0.2997 | 0.2909 | 0.2709 | 0.2885 | 0.2572 |
Largest Winning Trade | 10364 | 10364 | 9356 | 7364 | 7364 | 6488 |
Largest Losing Trade | -50527 | -33955 | -50527 | -48184 | -20307 | -48184 |
Avg Bars in Trades | 61 | 62 | 60 | 61 | 62 | 60 |
Avg Bars in Winners | 25 | 26 | 23 | 25 | 26 | 23 |
Avg Bars in Losers | 210 | 228 | 195 | 210 | 228 | 195 |
Bars Traded | 24276 | 12349 | 11927 | 24276 | 12349 | 11927 |
Profit Streak | 5.6549 | 9.6965 | 5.6549 | 5.6549 | 9.6965 | 5.6549 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450488 | 440495 | -259763 | -177796 | -70529 | -576430 |
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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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