Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 197521.067 | 79400.4175 | 118120.6495 | 390017.3927 | 152601.4725 | 237415.9202 |
Total P&L (%) | 197.5211 | 79.4004 | 118.1206 | 390.0174 | 152.6015 | 237.4159 |
Avg Daily Profit (%) | 0.7585 | 0.3049 | 0.4536 | 0.6121 | 0.3565 | 0.4681 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63627 | -49168 | -24981 | -403340 | -318387 | -135630 |
Profit Factor | 1.3486 | 1.2669 | 1.4388 | 1.1522 | 1.1141 | 1.1938 |
Total Trades | 520 | 260 | 260 | 520 | 260 | 260 |
Winning Trades | 215 | 105 | 110 | 215 | 105 | 110 |
Losing Trades | 305 | 155 | 150 | 305 | 155 | 150 |
Profitability (%) | 41.3462 | 40.3846 | 42.3077 | 41.3462 | 40.3846 | 42.3077 |
Ratio Avg Win / Avg Loss | 1.9131 | 1.8702 | 1.962 | 1.6346 | 1.6447 | 1.6279 |
Largest Winning Trade | 45499 | 17306 | 45499 | 62002 | 62002 | 59105 |
Largest Losing Trade | -10286 | -10286 | -6032 | -58274 | -58274 | -29455 |
Avg Bars in Trades | 47 | 46 | 48 | 47 | 46 | 48 |
Avg Bars in Winners | 70 | 69 | 71 | 70 | 69 | 71 |
Avg Bars in Losers | 31 | 31 | 31 | 31 | 31 | 31 |
Bars Traded | 24702 | 12094 | 12608 | 24702 | 12094 | 12608 |
Profit Streak | 1.3296 | 1.4546 | 0 | 1.3296 | 1.4546 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330723 | 94613 | 296980 | -45519 | -91795 | 3858 |
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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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