Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169220.3376 | 47716.8336 | 121503.5039 | 264341.7969 | 52422.6778 | 211919.1191 |
Total P&L (%) | 169.2203 | 47.7168 | 121.5035 | 264.3418 | 52.4227 | 211.9191 |
Avg Daily Profit (%) | 0.6498 | 0.1832 | 0.4666 | 0.4977 | 0.162 | 0.4378 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59382 | -46830 | -24833 | -245433 | -196014 | -97996 |
Profit Factor | 1.291 | 1.1558 | 1.4414 | 1.1465 | 1.0556 | 1.2457 |
Total Trades | 562 | 281 | 281 | 562 | 281 | 281 |
Winning Trades | 209 | 99 | 110 | 209 | 99 | 110 |
Losing Trades | 353 | 182 | 171 | 353 | 182 | 171 |
Profitability (%) | 37.1886 | 35.2313 | 39.1459 | 37.1886 | 35.2313 | 39.1459 |
Ratio Avg Win / Avg Loss | 2.1805 | 2.1248 | 2.2407 | 1.9364 | 1.9407 | 1.9365 |
Largest Winning Trade | 34638 | 34638 | 26875 | 102020 | 102020 | 78475 |
Largest Losing Trade | -14099 | -14099 | -9299 | -24736 | -24736 | -18858 |
Avg Bars in Trades | 44 | 42 | 45 | 44 | 42 | 45 |
Avg Bars in Winners | 75 | 69 | 79 | 75 | 69 | 79 |
Avg Bars in Losers | 25 | 27 | 23 | 25 | 27 | 23 |
Bars Traded | 24737 | 11914 | 12823 | 24737 | 11914 | 12823 |
Profit Streak | 0 | 0 | 2.2665 | 0 | 0 | 2.2665 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329911 | -48301 | 195296 | -51572 | -158316 | 143387 |
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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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