Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295852.9373 | 214673.4095 | 81179.5278 | 387303.6603 | 192044.0171 | 195259.6432 |
Total P&L (%) | 295.8529 | 214.6734 | 81.1795 | 387.3037 | 192.044 | 195.2596 |
Avg Daily Profit (%) | 0.284 | 0.2061 | 0.0779 | 0.1522 | 0.1029 | 0.104 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90495 | -52661 | -123091 | -474068 | -357666 | -343907 |
Profit Factor | 1.2759 | 1.452 | 1.1359 | 1.1037 | 1.1072 | 1.1004 |
Total Trades | 446 | 223 | 223 | 446 | 223 | 223 |
Winning Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Losing Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Profitability (%) | 53.3632 | 53.3632 | 53.3632 | 53.3632 | 53.3632 | 53.3632 |
Ratio Avg Win / Avg Loss | 1.1151 | 1.269 | 0.9927 | 0.9646 | 0.9676 | 0.9617 |
Largest Winning Trade | 34033 | 34033 | 22962 | 104279 | 82940 | 104279 |
Largest Losing Trade | -38712 | -18273 | -38712 | -142616 | -92400 | -142616 |
Avg Bars in Trades | 55 | 53 | 57 | 55 | 53 | 57 |
Avg Bars in Winners | 54 | 50 | 58 | 54 | 50 | 58 |
Avg Bars in Losers | 56 | 57 | 55 | 56 | 57 | 55 |
Bars Traded | 24715 | 11965 | 12750 | 24715 | 11965 | 12750 |
Profit Streak | 0 | 21.7852 | 0 | 0 | 21.7852 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397549 | 388116 | -160524 | -98165 | -157734 | -164802 |
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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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