Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365703.829 | 229811.4651 | 135892.3639 | 254575.148 | 162891.7888 | 91683.3591 |
Total P&L (%) | 365.7038 | 229.8115 | 135.8924 | 254.5751 | 162.8918 | 91.6834 |
Avg Daily Profit (%) | 0.2166 | 0.1361 | 0.0805 | 0.075 | 0.0573 | 0.0385 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149645 | -187266 | -77754 | -214848 | -167216 | -110717 |
Profit Factor | 1.2053 | 1.245 | 1.1612 | 1.1384 | 1.1705 | 1.1037 |
Total Trades | 1051 | 525 | 526 | 1051 | 525 | 526 |
Winning Trades | 414 | 199 | 215 | 414 | 199 | 215 |
Losing Trades | 637 | 326 | 311 | 637 | 326 | 311 |
Profitability (%) | 39.3911 | 37.9048 | 40.8745 | 39.3911 | 37.9048 | 40.8745 |
Ratio Avg Win / Avg Loss | 1.8546 | 2.0395 | 1.6797 | 1.7516 | 1.9175 | 1.5965 |
Largest Winning Trade | 65998 | 65998 | 41373 | 70429 | 70429 | 62994 |
Largest Losing Trade | -30332 | -30332 | -16809 | -36520 | -36520 | -29197 |
Avg Bars in Trades | 19 | 21 | 16 | 19 | 21 | 16 |
Avg Bars in Winners | 29 | 33 | 25 | 29 | 33 | 25 |
Avg Bars in Losers | 12 | 14 | 10 | 12 | 14 | 10 |
Bars Traded | 20131 | 11234 | 8897 | 20131 | 11234 | 8897 |
Profit Streak | 5.3229 | 0 | 5.4062 | 5.3229 | 0 | 5.4062 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397216 | -12695 | -127941 | -157327 | -150531 | -247127 |
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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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