Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387857.977 | 332275.6652 | 55582.3117 | 133245.6269 | -20511.1723 | 153756.7993 |
Total P&L (%) | 387.858 | 332.2757 | 55.5823 | 133.2456 | -20.5112 | 153.7568 |
Avg Daily Profit (%) | 0.3724 | 0.319 | 0.0534 | 0.0813 | -0.022 | 0.0894 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79838 | -92414 | -57428 | -342933 | -446293 | -144671 |
Profit Factor | 1.3555 | 1.5399 | 1.1169 | 1.0418 | 0.9885 | 1.1097 |
Total Trades | 672 | 336 | 336 | 672 | 336 | 336 |
Winning Trades | 311 | 141 | 170 | 311 | 141 | 170 |
Losing Trades | 361 | 195 | 166 | 361 | 195 | 166 |
Profitability (%) | 46.2798 | 41.9643 | 50.5952 | 46.2798 | 41.9643 | 50.5952 |
Ratio Avg Win / Avg Loss | 1.5734 | 2.1296 | 1.0906 | 1.2093 | 1.3671 | 1.0836 |
Largest Winning Trade | 328480 | 328480 | 29767 | 229956 | 229956 | 125083 |
Largest Losing Trade | -16684 | -16684 | -12934 | -57291 | -51298 | -57291 |
Avg Bars in Trades | 36 | 44 | 29 | 36 | 44 | 29 |
Avg Bars in Winners | 48 | 60 | 38 | 48 | 60 | 38 |
Avg Bars in Losers | 26 | 32 | 19 | 26 | 32 | 19 |
Bars Traded | 24670 | 14830 | 9840 | 24670 | 14830 | 9840 |
Profit Streak | 0 | 0 | 8.8888 | 0 | 0 | 8.8888 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456912 | 337511 | -211922 | -256846 | -581035 | -170683 |
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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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