Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100705.9014 | 79787.718 | 20918.1834 | 49221.2641 | 56933.0895 | -7711.8254 |
Total P&L (%) | 100.7059 | 79.7877 | 20.9182 | 49.2213 | 56.9331 | -7.7118 |
Avg Daily Profit (%) | 1.1601 | 0.9191 | 0.241 | 0.4621 | 0.5205 | -0.0924 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104981 | -72785 | -76753 | -78419 | -43310 | -54083 |
Profit Factor | 1.1967 | 1.3239 | 1.0787 | 1.1562 | 1.3958 | 0.955 |
Total Trades | 586 | 293 | 293 | 586 | 293 | 293 |
Winning Trades | 300 | 140 | 160 | 300 | 140 | 160 |
Losing Trades | 286 | 153 | 133 | 286 | 153 | 133 |
Profitability (%) | 51.1945 | 47.7816 | 54.6075 | 51.1945 | 47.7816 | 54.6075 |
Ratio Avg Win / Avg Loss | 1.1408 | 1.4468 | 0.8967 | 1.1022 | 1.5254 | 0.7938 |
Largest Winning Trade | 72599 | 72599 | 56293 | 39568 | 39568 | 24129 |
Largest Losing Trade | -19004 | -10216 | -19004 | -14053 | -7221 | -14053 |
Avg Bars in Trades | 42 | 43 | 41 | 42 | 43 | 41 |
Avg Bars in Winners | 34 | 33 | 34 | 34 | 33 | 34 |
Avg Bars in Losers | 50 | 51 | 50 | 50 | 51 | 50 |
Bars Traded | 24865 | 12599 | 12266 | 24865 | 12599 | 12266 |
Profit Streak | 0.1711 | 1.7648 | 0.1711 | 0.1711 | 1.7648 | 0.1711 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 243341 | 353478 | -138024 | -42383 | 288203 | -584919 |
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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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