Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192350.6044 | 77616.1199 | 114734.4845 | 325201.0274 | 131183.1803 | 194017.8471 |
Total P&L (%) | 192.3506 | 77.6161 | 114.7345 | 325.201 | 131.1832 | 194.0178 |
Avg Daily Profit (%) | 0.7386 | 0.298 | 0.4406 | 0.5573 | 0.3223 | 0.415 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64970 | -48767 | -32464 | -330935 | -246460 | -134452 |
Profit Factor | 1.3225 | 1.2432 | 1.4138 | 1.1465 | 1.1118 | 1.1854 |
Total Trades | 534 | 267 | 267 | 534 | 267 | 267 |
Winning Trades | 221 | 112 | 109 | 221 | 112 | 109 |
Losing Trades | 313 | 155 | 158 | 313 | 155 | 158 |
Profitability (%) | 41.3858 | 41.9476 | 40.824 | 41.3858 | 41.9476 | 40.824 |
Ratio Avg Win / Avg Loss | 1.8731 | 1.7205 | 2.0494 | 1.6238 | 1.5387 | 1.7183 |
Largest Winning Trade | 50812 | 27039 | 50812 | 69295 | 62591 | 69295 |
Largest Losing Trade | -13224 | -13224 | -11311 | -42091 | -42091 | -30161 |
Avg Bars in Trades | 46 | 45 | 47 | 46 | 45 | 47 |
Avg Bars in Winners | 68 | 66 | 71 | 68 | 66 | 71 |
Avg Bars in Losers | 30 | 30 | 30 | 30 | 30 | 30 |
Bars Traded | 24873 | 12274 | 12598 | 24873 | 12274 | 12598 |
Profit Streak | 0 | 6.0607 | 0 | 0 | 6.0607 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417677 | 261508 | 268029 | -49525 | -89765 | -10161 |
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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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