Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417683.6212 | 325285.821 | 92397.8003 | 92380.7766 | 111459.4358 | -19078.6592 |
Total P&L (%) | 417.6836 | 325.2858 | 92.3978 | 92.3808 | 111.4594 | -19.0787 |
Avg Daily Profit (%) | 0.2185 | 0.1701 | 0.0483 | 0.0342 | 0.0392 | -0.0111 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215480 | -140821 | -199553 | -665587 | -542866 | -227285 |
Profit Factor | 1.1898 | 1.2931 | 1.0847 | 1.0275 | 1.0631 | 0.9881 |
Total Trades | 681 | 341 | 340 | 681 | 341 | 340 |
Winning Trades | 439 | 221 | 218 | 439 | 221 | 218 |
Losing Trades | 242 | 120 | 122 | 242 | 120 | 122 |
Profitability (%) | 64.464 | 64.8094 | 64.1176 | 64.464 | 64.8094 | 64.1176 |
Ratio Avg Win / Avg Loss | 0.6559 | 0.7021 | 0.607 | 0.5664 | 0.5772 | 0.553 |
Largest Winning Trade | 84237 | 84237 | 17644 | 71652 | 71652 | 55341 |
Largest Losing Trade | -49807 | -27806 | -49807 | -103057 | -103057 | -80262 |
Avg Bars in Trades | 33 | 34 | 32 | 33 | 34 | 32 |
Avg Bars in Winners | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Losers | 52 | 56 | 48 | 52 | 56 | 48 |
Bars Traded | 22813 | 11853 | 10960 | 22813 | 11853 | 10960 |
Profit Streak | 5.9704 | 10.8038 | 5.9704 | 5.9704 | 10.8038 | 5.9704 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 64284 | 375049 | -253651 | -331730 | -288688 | -577027 |
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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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