Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499831.8175 | 346278.2093 | 153553.6082 | 715180.5179 | 403433.6627 | 311746.8553 |
Total P&L (%) | 499.8318 | 346.2782 | 153.5536 | 715.1805 | 403.4337 | 311.7469 |
Avg Daily Profit (%) | 0.24 | 0.1663 | 0.0737 | 0.1008 | 0.0776 | 0.068 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125111 | -108930 | -119656 | -539294 | -397931 | -281556 |
Profit Factor | 1.4014 | 1.587 | 1.2343 | 1.147 | 1.1705 | 1.1247 |
Total Trades | 330 | 165 | 165 | 330 | 165 | 165 |
Winning Trades | 157 | 72 | 85 | 157 | 72 | 85 |
Losing Trades | 173 | 93 | 80 | 173 | 93 | 80 |
Profitability (%) | 47.5758 | 43.6364 | 51.5152 | 47.5758 | 43.6364 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.5443 | 2.0499 | 1.1617 | 1.2639 | 1.5119 | 1.0586 |
Largest Winning Trade | 59110 | 59110 | 49423 | 260282 | 260282 | 255313 |
Largest Losing Trade | -44638 | -37178 | -44638 | -176331 | -110635 | -176331 |
Avg Bars in Trades | 74 | 67 | 82 | 74 | 67 | 82 |
Avg Bars in Winners | 91 | 84 | 97 | 91 | 84 | 97 |
Avg Bars in Losers | 59 | 54 | 65 | 59 | 54 | 65 |
Bars Traded | 24666 | 11115 | 13551 | 24666 | 11115 | 13551 |
Profit Streak | 0 | 0 | 28.6961 | 0 | 0 | 28.6961 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380177 | 292172 | -92851 | -116043 | -123308 | -183522 |
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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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