Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105676.2938 | 99039.9308 | 6636.3631 | 25499.5321 | 52625.2817 | -27125.7495 |
Total P&L (%) | 105.6763 | 99.0399 | 6.6364 | 25.4995 | 52.6253 | -27.1258 |
Avg Daily Profit (%) | 0.2029 | 0.1902 | 0.0127 | 0.0436 | 0.0812 | -0.0607 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79446 | -68372 | -72964 | -88833 | -64835 | -112123 |
Profit Factor | 1.1289 | 1.2592 | 1.0152 | 1.0289 | 1.1258 | 0.9416 |
Total Trades | 457 | 228 | 229 | 457 | 228 | 229 |
Winning Trades | 315 | 157 | 158 | 315 | 157 | 158 |
Losing Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Profitability (%) | 68.9278 | 68.8596 | 68.9956 | 68.9278 | 68.8596 | 68.9956 |
Ratio Avg Win / Avg Loss | 0.5089 | 0.5694 | 0.4562 | 0.4638 | 0.5091 | 0.4231 |
Largest Winning Trade | 13268 | 13268 | 11508 | 13041 | 12611 | 13041 |
Largest Losing Trade | -37728 | -32144 | -37728 | -56339 | -25677 | -56339 |
Avg Bars in Trades | 53 | 54 | 53 | 53 | 54 | 53 |
Avg Bars in Winners | 30 | 31 | 30 | 30 | 31 | 30 |
Avg Bars in Losers | 104 | 104 | 103 | 104 | 104 | 103 |
Bars Traded | 24509 | 12333 | 12176 | 24509 | 12333 | 12176 |
Profit Streak | 0 | 5.9284 | 0 | 0 | 5.9284 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68536 | 321013 | -544586 | -324319 | -166327 | -578241 |
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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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