Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262345.6333 | 105335.6104 | 157010.0229 | 776884.642 | 327243.7219 | 449640.9201 |
Total P&L (%) | 262.3456 | 105.3356 | 157.01 | 776.8846 | 327.2437 | 449.6409 |
Avg Daily Profit (%) | 1.0074 | 0.4045 | 0.6029 | 0.8372 | 0.5592 | 0.6565 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36226 | -27019 | -14421 | -165106 | -164038 | -126903 |
Profit Factor | 1.5089 | 1.3879 | 1.6434 | 1.3049 | 1.2549 | 1.3555 |
Total Trades | 476 | 238 | 238 | 476 | 238 | 238 |
Winning Trades | 195 | 94 | 101 | 195 | 94 | 101 |
Losing Trades | 281 | 144 | 137 | 281 | 144 | 137 |
Profitability (%) | 40.9664 | 39.4958 | 42.437 | 40.9664 | 39.4958 | 42.437 |
Ratio Avg Win / Avg Loss | 2.1743 | 2.1262 | 2.2292 | 1.8804 | 1.9225 | 1.8387 |
Largest Winning Trade | 44000 | 30221 | 44000 | 115180 | 115180 | 105462 |
Largest Losing Trade | -9819 | -9819 | -7960 | -37488 | -30288 | -37488 |
Avg Bars in Trades | 51 | 50 | 53 | 51 | 50 | 53 |
Avg Bars in Winners | 78 | 77 | 79 | 78 | 77 | 79 |
Avg Bars in Losers | 33 | 32 | 34 | 33 | 32 | 34 |
Bars Traded | 24669 | 11999 | 12670 | 24669 | 11999 | 12670 |
Profit Streak | 4.6605 | 0 | 4.6813 | 4.6605 | 0 | 4.6813 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481579 | 227177 | 394100 | 446384 | 245521 | 353796 |
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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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