Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252999.0682 | 167774.0633 | 85225.0049 | 303689.1512 | 285412.7852 | 18276.366 |
Total P&L (%) | 252.9991 | 167.7741 | 85.225 | 303.6892 | 285.4128 | 18.2764 |
Avg Daily Profit (%) | 0.2429 | 0.1611 | 0.0818 | 0.1341 | 0.1296 | 0.0161 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72355 | -84781 | -94056 | -351140 | -124858 | -322541 |
Profit Factor | 1.2866 | 1.4038 | 1.1824 | 1.1705 | 1.3597 | 1.0185 |
Total Trades | 665 | 333 | 332 | 665 | 333 | 332 |
Winning Trades | 302 | 151 | 151 | 302 | 151 | 151 |
Losing Trades | 363 | 182 | 181 | 363 | 182 | 181 |
Profitability (%) | 45.4135 | 45.3453 | 45.4819 | 45.4135 | 45.3453 | 45.4819 |
Ratio Avg Win / Avg Loss | 1.5465 | 1.692 | 1.4174 | 1.4069 | 1.6388 | 1.2208 |
Largest Winning Trade | 62254 | 62254 | 36689 | 222519 | 222519 | 164456 |
Largest Losing Trade | -16524 | -14817 | -16524 | -61253 | -42342 | -61253 |
Avg Bars in Trades | 37 | 34 | 40 | 37 | 34 | 40 |
Avg Bars in Winners | 56 | 49 | 63 | 56 | 49 | 63 |
Avg Bars in Losers | 21 | 21 | 20 | 21 | 21 | 20 |
Bars Traded | 24798 | 11447 | 13352 | 24798 | 11447 | 13352 |
Profit Streak | 0 | 0 | 7.0422 | 0 | 0 | 7.0422 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388485 | 305754 | -102573 | -45393 | -19069 | -378544 |
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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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