Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326638.5883 | 225043.9874 | 101594.601 | 607980.0626 | 181178.5809 | 426801.4817 |
Total P&L (%) | 326.6386 | 225.044 | 101.5946 | 607.9801 | 181.1786 | 426.8015 |
Avg Daily Profit (%) | 0.6272 | 0.4321 | 0.1951 | 0.3765 | 0.1987 | 0.3195 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71019 | -69992 | -49382 | -301122 | -319603 | -129447 |
Profit Factor | 1.2937 | 1.3933 | 1.1882 | 1.1774 | 1.0983 | 1.2695 |
Total Trades | 703 | 351 | 352 | 703 | 351 | 352 |
Winning Trades | 389 | 182 | 207 | 389 | 182 | 207 |
Losing Trades | 314 | 169 | 145 | 314 | 169 | 145 |
Profitability (%) | 55.3343 | 51.8519 | 58.8068 | 55.3343 | 51.8519 | 58.8068 |
Ratio Avg Win / Avg Loss | 1.0443 | 1.2937 | 0.8323 | 0.9504 | 1.0199 | 0.8892 |
Largest Winning Trade | 128574 | 128574 | 15535 | 163467 | 163467 | 57318 |
Largest Losing Trade | -24638 | -24638 | -19309 | -133772 | -133772 | -116079 |
Avg Bars in Trades | 35 | 36 | 33 | 35 | 36 | 33 |
Avg Bars in Winners | 34 | 36 | 33 | 34 | 36 | 33 |
Avg Bars in Losers | 36 | 36 | 35 | 36 | 36 | 35 |
Bars Traded | 24811 | 12870 | 11941 | 24811 | 12870 | 11941 |
Profit Streak | 1.241 | 0 | 2.1369 | 1.241 | 0 | 2.1369 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445820 | 403536 | -7648 | -16397 | -103799 | 244121 |
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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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