Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132853.4336 | 250916.6859 | -118063.2523 | 265881.4527 | 134927.5504 | 130953.9022 |
Total P&L (%) | 132.8534 | 250.9167 | -118.0633 | 265.8815 | 134.9276 | 130.9539 |
Avg Daily Profit (%) | 0.0835 | 0.1577 | -0.0742 | 0.0815 | 0.0537 | 0.0526 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -415359 | -131849 | -417405 | -252491 | -207677 | -240242 |
Profit Factor | 1.0722 | 1.323 | 0.8889 | 1.1787 | 1.1868 | 1.171 |
Total Trades | 493 | 247 | 246 | 493 | 247 | 246 |
Winning Trades | 357 | 171 | 186 | 303 | 157 | 146 |
Losing Trades | 136 | 76 | 60 | 190 | 90 | 100 |
Profitability (%) | 72.4138 | 69.2308 | 75.6098 | 61.4604 | 63.5628 | 59.3496 |
Ratio Avg Win / Avg Loss | 0.4085 | 0.588 | 0.2867 | 0.7391 | 0.6803 | 0.802 |
Largest Winning Trade | 53386 | 53386 | 30975 | 66559 | 49326 | 66559 |
Largest Losing Trade | -321322 | -55044 | -321322 | -203856 | -203856 | -141567 |
Avg Bars in Trades | 38 | 39 | 37 | 38 | 39 | 37 |
Avg Bars in Winners | 23 | 23 | 22 | 29 | 29 | 28 |
Avg Bars in Losers | 79 | 75 | 83 | 53 | 56 | 50 |
Bars Traded | 19017 | 9737 | 9280 | 19017 | 9737 | 9280 |
Profit Streak | 17.556 | 58.4727 | 17.556 | 17.556 | 58.4727 | 17.556 |
Trades During Streak | 7 | 13 | 3 | 7 | 13 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -217120 | 387581 | -575249 | -104061 | -133730 | -153366 |
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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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