Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343215.6596 | 238473.9803 | 104741.6793 | 389242.4312 | 197642.8684 | 191599.5628 |
Total P&L (%) | 343.2157 | 238.474 | 104.7417 | 389.2424 | 197.6429 | 191.5996 |
Avg Daily Profit (%) | 0.3295 | 0.2289 | 0.1006 | 0.1525 | 0.1048 | 0.1028 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90259 | -63749 | -98019 | -526675 | -344073 | -302786 |
Profit Factor | 1.1667 | 1.2329 | 1.1012 | 1.0652 | 1.0646 | 1.0659 |
Total Trades | 1042 | 521 | 521 | 1042 | 521 | 521 |
Winning Trades | 511 | 250 | 261 | 511 | 250 | 261 |
Losing Trades | 531 | 271 | 260 | 531 | 271 | 260 |
Profitability (%) | 49.0403 | 47.9846 | 50.096 | 49.0403 | 47.9846 | 50.096 |
Ratio Avg Win / Avg Loss | 1.2123 | 1.3365 | 1.097 | 1.1069 | 1.154 | 1.0618 |
Largest Winning Trade | 59710 | 59710 | 28469 | 178513 | 178513 | 81442 |
Largest Losing Trade | -20768 | -16644 | -20768 | -106102 | -106102 | -73883 |
Avg Bars in Trades | 23 | 25 | 22 | 23 | 25 | 22 |
Avg Bars in Winners | 27 | 28 | 27 | 27 | 28 | 27 |
Avg Bars in Losers | 20 | 22 | 17 | 20 | 22 | 17 |
Bars Traded | 24888 | 13235 | 11653 | 24888 | 13235 | 11653 |
Profit Streak | 8.418 | 8.6264 | 8.418 | 8.418 | 8.6264 | 8.418 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21045 | 388782 | -163916 | -134174 | -199334 | -199780 |
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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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