Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395330.7634 | 290154.9352 | 105175.8282 | 712531.2161 | 430197.5421 | 282333.674 |
Total P&L (%) | 395.3308 | 290.1549 | 105.1758 | 712.5312 | 430.1975 | 282.3337 |
Avg Daily Profit (%) | 0.1798 | 0.1319 | 0.0478 | 0.0953 | 0.0759 | 0.061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115441 | -121424 | -47617 | -405553 | -405759 | -205669 |
Profit Factor | 1.5593 | 1.739 | 1.3347 | 1.2657 | 1.2832 | 1.2428 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 117 | 51 | 66 | 117 | 51 | 66 |
Losing Trades | 135 | 75 | 60 | 135 | 75 | 60 |
Profitability (%) | 46.4286 | 40.4762 | 52.381 | 46.4286 | 40.4762 | 52.381 |
Ratio Avg Win / Avg Loss | 1.7992 | 2.5574 | 1.2134 | 1.4604 | 1.887 | 1.1298 |
Largest Winning Trade | 120346 | 120346 | 49111 | 309649 | 309649 | 276252 |
Largest Losing Trade | -23208 | -23208 | -18606 | -112414 | -100614 | -112414 |
Avg Bars in Trades | 51 | 45 | 57 | 51 | 45 | 57 |
Avg Bars in Winners | 77 | 73 | 81 | 77 | 73 | 81 |
Avg Bars in Losers | 28 | 25 | 31 | 28 | 25 | 31 |
Bars Traded | 12908 | 5681 | 7227 | 12908 | 5681 | 7227 |
Profit Streak | 0 | 0 | 82.5976 | 0 | 0 | 82.5976 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365659 | -17527 | -127696 | -65518 | -94472 | -110691 |
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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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