Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 618676.7588 | 481949.9608 | 136726.798 | 902117.3109 | 595585.2458 | 306532.0651 |
Total P&L (%) | 618.6768 | 481.95 | 136.7268 | 902.1173 | 595.5852 | 306.5321 |
Avg Daily Profit (%) | 0.297 | 0.2313 | 0.0656 | 0.1107 | 0.0931 | 0.0673 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91100 | -107462 | -64690 | -672256 | -661847 | -377426 |
Profit Factor | 1.4448 | 1.6771 | 1.2013 | 1.1124 | 1.1428 | 1.0794 |
Total Trades | 456 | 228 | 228 | 456 | 228 | 228 |
Winning Trades | 189 | 91 | 98 | 189 | 91 | 98 |
Losing Trades | 267 | 137 | 130 | 267 | 137 | 130 |
Profitability (%) | 41.4474 | 39.9123 | 42.9825 | 41.4474 | 39.9123 | 42.9825 |
Ratio Avg Win / Avg Loss | 2.0411 | 2.5249 | 1.5936 | 1.5714 | 1.7205 | 1.4319 |
Largest Winning Trade | 237933 | 237933 | 47207 | 757050 | 757050 | 219942 |
Largest Losing Trade | -30154 | -22281 | -30154 | -333020 | -233819 | -333020 |
Avg Bars in Trades | 53 | 53 | 54 | 53 | 53 | 54 |
Avg Bars in Winners | 80 | 73 | 87 | 80 | 73 | 87 |
Avg Bars in Losers | 34 | 40 | 29 | 34 | 40 | 29 |
Bars Traded | 24587 | 12147 | 12440 | 24587 | 12147 | 12440 |
Profit Streak | 0 | 0 | 18.3009 | 0 | 0 | 18.3009 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360125 | 280104 | -105734 | -141580 | -133815 | -237189 |
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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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