Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 130027.5564 | 27417.0767 | 102610.4797 | 73674.7663 | -6354.126 | 80028.8924 |
Total P&L (%) | 130.0276 | 27.4171 | 102.6105 | 73.6748 | -6.3541 | 80.0289 |
Avg Daily Profit (%) | 0.2497 | 0.0526 | 0.197 | 0.106 | -0.0126 | 0.113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78618 | -71311 | -39485 | -69992 | -59528 | -29000 |
Profit Factor | 1.1269 | 1.0428 | 1.2673 | 1.089 | 0.9879 | 1.266 |
Total Trades | 706 | 353 | 353 | 706 | 353 | 353 |
Winning Trades | 281 | 129 | 152 | 281 | 129 | 152 |
Losing Trades | 425 | 224 | 201 | 425 | 224 | 201 |
Profitability (%) | 39.8017 | 36.5439 | 43.0595 | 39.8017 | 36.5439 | 43.0595 |
Ratio Avg Win / Avg Loss | 1.7044 | 1.8107 | 1.6759 | 1.6471 | 1.7155 | 1.6741 |
Largest Winning Trade | 30338 | 30338 | 19585 | 27082 | 27082 | 12081 |
Largest Losing Trade | -13130 | -13130 | -9060 | -13371 | -13371 | -6818 |
Avg Bars in Trades | 35 | 47 | 22 | 35 | 47 | 22 |
Avg Bars in Winners | 53 | 78 | 32 | 53 | 78 | 32 |
Avg Bars in Losers | 22 | 29 | 15 | 22 | 29 | 15 |
Bars Traded | 24746 | 16702 | 8043 | 24746 | 16702 | 8043 |
Profit Streak | 3.6943 | 0 | 8.111 | 3.6943 | 0 | 8.111 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73112 | -302813 | 304113 | -174249 | -582511 | -41362 |
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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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