Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186202.3115 | 75493.2438 | 110709.0677 | 296081.0623 | 72376.4941 | 223704.5681 |
Total P&L (%) | 186.2023 | 75.4932 | 110.7091 | 296.0811 | 72.3765 | 223.7046 |
Avg Daily Profit (%) | 0.3575 | 0.1449 | 0.2126 | 0.2646 | 0.1046 | 0.2258 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58572 | -39423 | -32680 | -243436 | -149676 | -132096 |
Profit Factor | 1.3298 | 1.271 | 1.3872 | 1.1761 | 1.0873 | 1.2625 |
Total Trades | 458 | 229 | 229 | 458 | 229 | 229 |
Winning Trades | 203 | 106 | 97 | 203 | 106 | 97 |
Losing Trades | 255 | 123 | 132 | 255 | 123 | 132 |
Profitability (%) | 44.3231 | 46.2882 | 42.3581 | 44.3231 | 46.2882 | 42.3581 |
Ratio Avg Win / Avg Loss | 1.6705 | 1.4748 | 1.8878 | 1.4773 | 1.2617 | 1.718 |
Largest Winning Trade | 32597 | 21208 | 32597 | 87123 | 78968 | 87123 |
Largest Losing Trade | -21268 | -21268 | -14162 | -70310 | -70310 | -59636 |
Avg Bars in Trades | 53 | 49 | 57 | 53 | 49 | 57 |
Avg Bars in Winners | 76 | 66 | 87 | 76 | 66 | 87 |
Avg Bars in Losers | 35 | 35 | 35 | 35 | 35 | 35 |
Bars Traded | 24652 | 11444 | 13208 | 24652 | 11444 | 13208 |
Profit Streak | 0 | 0 | 4.7087 | 0 | 0 | 4.7087 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358626 | -1005 | 268832 | -19059 | -179226 | 245450 |
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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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