Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431914.1673 | 227278.5915 | 204635.5759 | 687398.3669 | 522645.7964 | 164752.5705 |
Total P&L (%) | 431.9142 | 227.2786 | 204.6356 | 687.3984 | 522.6458 | 164.7526 |
Avg Daily Profit (%) | 0.2573 | 0.1354 | 0.1219 | 0.123 | 0.109 | 0.058 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223555 | -194112 | -117027 | -231022 | -133865 | -230221 |
Profit Factor | 1.3126 | 1.3246 | 1.3003 | 1.3663 | 1.5544 | 1.1764 |
Total Trades | 520 | 260 | 260 | 520 | 260 | 260 |
Winning Trades | 216 | 105 | 111 | 216 | 105 | 111 |
Losing Trades | 304 | 155 | 149 | 304 | 155 | 149 |
Profitability (%) | 41.5385 | 40.3846 | 42.6923 | 41.5385 | 40.3846 | 42.6923 |
Ratio Avg Win / Avg Loss | 1.8474 | 1.9554 | 1.7454 | 1.9229 | 2.2947 | 1.5791 |
Largest Winning Trade | 91641 | 91641 | 39561 | 213569 | 213569 | 109125 |
Largest Losing Trade | -15192 | -14619 | -15192 | -89974 | -59499 | -89974 |
Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Winners | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 6453 | 3094 | 3359 | 6453 | 3094 | 3359 |
Profit Streak | 0 | 0 | 16.0567 | 0 | 0 | 16.0567 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327145 | -13576 | -29744 | -27062 | -46944 | -141551 |
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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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