Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 498515.5389 | 350493.719 | 148021.82 | 378819.3584 | 135394.9394 | 243424.419 |
Total P&L (%) | 498.5155 | 350.4937 | 148.0218 | 378.8194 | 135.3949 | 243.4244 |
Avg Daily Profit (%) | 0.2301 | 0.1618 | 0.0683 | 0.0723 | 0.0395 | 0.057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190324 | -80047 | -209854 | -259359 | -182071 | -169040 |
Profit Factor | 1.4181 | 1.6283 | 1.2334 | 1.1982 | 1.1393 | 1.2591 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Losing Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Profitability (%) | 47.3684 | 47.3684 | 47.3684 | 47.3684 | 47.3684 | 47.3684 |
Ratio Avg Win / Avg Loss | 1.5757 | 1.8092 | 1.3704 | 1.3313 | 1.2659 | 1.399 |
Largest Winning Trade | 87546 | 87546 | 47431 | 125969 | 125969 | 119358 |
Largest Losing Trade | -71943 | -49173 | -71943 | -103886 | -103886 | -93831 |
Avg Bars in Trades | 48 | 51 | 44 | 48 | 51 | 44 |
Avg Bars in Winners | 63 | 61 | 64 | 63 | 61 | 64 |
Avg Bars in Losers | 34 | 42 | 26 | 34 | 42 | 26 |
Bars Traded | 12791 | 6846 | 5945 | 12791 | 6846 | 5945 |
Profit Streak | 0 | 0 | 31.8799 | 0 | 0 | 31.8799 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365886 | 329485 | -102716 | -98542 | -208638 | -117703 |
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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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