Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234580.319 | 130461.7597 | 104118.5593 | 124492.4381 | -29676.5644 | 154169.0025 |
Total P&L (%) | 234.5803 | 130.4618 | 104.1186 | 124.4924 | -29.6766 | 154.169 |
Avg Daily Profit (%) | 0.2252 | 0.1252 | 0.1 | 0.0777 | -0.0338 | 0.0896 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103279 | -86784 | -69686 | -224110 | -234363 | -70581 |
Profit Factor | 1.2149 | 1.235 | 1.1942 | 1.0798 | 0.9652 | 1.2182 |
Total Trades | 897 | 449 | 448 | 897 | 449 | 448 |
Winning Trades | 427 | 216 | 211 | 427 | 216 | 211 |
Losing Trades | 470 | 233 | 237 | 470 | 233 | 237 |
Profitability (%) | 47.6031 | 48.1069 | 47.0982 | 47.6031 | 48.1069 | 47.0982 |
Ratio Avg Win / Avg Loss | 1.3373 | 1.3322 | 1.3413 | 1.1886 | 1.0412 | 1.3683 |
Largest Winning Trade | 46598 | 46598 | 26206 | 50141 | 50141 | 41942 |
Largest Losing Trade | -56758 | -36583 | -56758 | -102096 | -102096 | -42189 |
Avg Bars in Trades | 27 | 28 | 26 | 27 | 28 | 26 |
Avg Bars in Winners | 24 | 24 | 24 | 24 | 24 | 24 |
Avg Bars in Losers | 30 | 32 | 28 | 30 | 32 | 28 |
Bars Traded | 24884 | 12892 | 11992 | 24884 | 12892 | 11992 |
Profit Streak | 0 | 0 | 0.6584 | 0 | 0 | 0.6584 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426510 | -24796 | -68853 | -217522 | -577778 | -76127 |
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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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