Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391034.4583 | 252201.2131 | 138833.2453 | 286704.7784 | 278694.7968 | 8009.9817 |
Total P&L (%) | 391.0345 | 252.2012 | 138.8332 | 286.7048 | 278.6948 | 8.01 |
Avg Daily Profit (%) | 0.2313 | 0.1492 | 0.0821 | 0.08 | 0.0788 | 0.0046 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -243073 | -194112 | -161004 | -111023 | -56423 | -108176 |
Profit Factor | 1.2493 | 1.3267 | 1.1744 | 1.2981 | 1.6037 | 1.016 |
Total Trades | 547 | 273 | 274 | 547 | 273 | 274 |
Winning Trades | 227 | 111 | 116 | 227 | 111 | 116 |
Losing Trades | 320 | 162 | 158 | 320 | 162 | 158 |
Profitability (%) | 41.4991 | 40.6593 | 42.3358 | 41.4991 | 40.6593 | 42.3358 |
Ratio Avg Win / Avg Loss | 1.7612 | 1.9363 | 1.5996 | 1.8299 | 2.3405 | 1.3839 |
Largest Winning Trade | 91641 | 91641 | 39561 | 94039 | 94039 | 45995 |
Largest Losing Trade | -23519 | -21936 | -23519 | -37923 | -25607 | -37923 |
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 | 6759 | 3240 | 3519 | 6759 | 3240 | 3519 |
Profit Streak | 0 | 7.3158 | 0 | 0 | 7.3158 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309737 | 202934 | -112769 | -85091 | -86522 | -557242 |
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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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