Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99492.1288 | 12983.6838 | 86508.445 | 76587.8937 | 6602.867 | 69985.0267 |
Total P&L (%) | 99.4921 | 12.9837 | 86.5084 | 76.5879 | 6.6029 | 69.985 |
Avg Daily Profit (%) | 0.382 | 0.0499 | 0.3322 | 0.2186 | 0.0246 | 0.2039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54645 | -47410 | -37098 | -94587 | -69754 | -69004 |
Profit Factor | 1.1387 | 1.0364 | 1.2398 | 1.0747 | 1.0133 | 1.1327 |
Total Trades | 776 | 388 | 388 | 776 | 388 | 388 |
Winning Trades | 368 | 172 | 196 | 368 | 172 | 196 |
Losing Trades | 408 | 216 | 192 | 408 | 216 | 192 |
Profitability (%) | 47.4227 | 44.3299 | 50.5155 | 47.4227 | 44.3299 | 50.5155 |
Ratio Avg Win / Avg Loss | 1.2625 | 1.3016 | 1.2145 | 1.1915 | 1.2725 | 1.1096 |
Largest Winning Trade | 35802 | 26391 | 35802 | 48550 | 28584 | 48550 |
Largest Losing Trade | -15144 | -7433 | -15144 | -23798 | -13545 | -23798 |
Avg Bars in Trades | 31 | 30 | 33 | 31 | 30 | 33 |
Avg Bars in Winners | 41 | 40 | 41 | 41 | 40 | 41 |
Avg Bars in Losers | 23 | 22 | 25 | 23 | 22 | 25 |
Bars Traded | 24734 | 11781 | 12953 | 24734 | 11781 | 12953 |
Profit Streak | 0 | 1.6537 | 0 | 0 | 1.6537 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57076 | -384236 | 309987 | -128916 | -536294 | -66713 |
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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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