Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384030.3312 | 279093.337 | 104936.9942 | 275188.0094 | 216214.222 | 58973.7874 |
Total P&L (%) | 384.0303 | 279.0933 | 104.937 | 275.188 | 216.2142 | 58.9738 |
Avg Daily Profit (%) | 0.1844 | 0.134 | 0.0504 | 0.0635 | 0.0553 | 0.0223 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119025 | -109932 | -71302 | -300361 | -258210 | -240928 |
Profit Factor | 1.2125 | 1.3172 | 1.1132 | 1.0814 | 1.1267 | 1.0352 |
Total Trades | 692 | 346 | 346 | 692 | 346 | 346 |
Winning Trades | 320 | 161 | 159 | 320 | 161 | 159 |
Losing Trades | 371 | 184 | 187 | 371 | 184 | 187 |
Profitability (%) | 46.2428 | 46.5318 | 45.9538 | 46.2428 | 46.5318 | 45.9538 |
Ratio Avg Win / Avg Loss | 1.4058 | 1.5054 | 1.3092 | 1.2537 | 1.2877 | 1.2175 |
Largest Winning Trade | 115563 | 115563 | 34037 | 146660 | 146660 | 72858 |
Largest Losing Trade | -20045 | -20045 | -19615 | -94291 | -94291 | -71607 |
Avg Bars in Trades | 35 | 35 | 35 | 35 | 35 | 35 |
Avg Bars in Winners | 42 | 37 | 47 | 42 | 37 | 47 |
Avg Bars in Losers | 30 | 34 | 25 | 30 | 34 | 25 |
Bars Traded | 24838 | 12439 | 12399 | 24838 | 12439 | 12399 |
Profit Streak | 11.4029 | 11.4029 | 14.6529 | 11.4029 | 11.4029 | 14.6529 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370119 | -12326 | -221379 | -235937 | -199668 | -345431 |
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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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