Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 669353.2562 | 492076.2902 | 177276.966 | 700910.3738 | 377260.7009 | 323649.6729 |
Total P&L (%) | 669.3533 | 492.0763 | 177.277 | 700.9104 | 377.2607 | 323.6497 |
Avg Daily Profit (%) | 0.4544 | 0.3341 | 0.1204 | 0.1413 | 0.1062 | 0.0981 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87197 | -118349 | -80004 | -1317583 | -805335 | -627968 |
Profit Factor | 1.4632 | 1.6598 | 1.2535 | 1.1025 | 1.1036 | 1.1013 |
Total Trades | 468 | 234 | 234 | 468 | 234 | 234 |
Winning Trades | 165 | 71 | 94 | 165 | 71 | 94 |
Losing Trades | 303 | 163 | 140 | 303 | 163 | 140 |
Profitability (%) | 35.2564 | 30.3419 | 40.1709 | 35.2564 | 30.3419 | 40.1709 |
Ratio Avg Win / Avg Loss | 2.687 | 3.8105 | 1.867 | 2.0246 | 2.5336 | 1.6402 |
Largest Winning Trade | 320273 | 320273 | 39935 | 570829 | 570829 | 310207 |
Largest Losing Trade | -51450 | -18723 | -51450 | -224577 | -163620 | -224577 |
Avg Bars in Trades | 6 | 5 | 6 | 6 | 5 | 6 |
Avg Bars in Winners | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Losers | 3 | 3 | 3 | 3 | 3 | 3 |
Bars Traded | 2857 | 1319 | 1538 | 2857 | 1319 | 1538 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338208 | 187651 | -34302 | -113613 | -163443 | -172971 |
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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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