Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443837.1866 | 397394.2309 | 46442.9557 | 329609.5428 | 164329.4869 | 165280.0559 |
Total P&L (%) | 443.8372 | 397.3942 | 46.443 | 329.6095 | 164.3295 | 165.2801 |
Avg Daily Profit (%) | 0.213 | 0.1908 | 0.0223 | 0.07 | 0.0467 | 0.0468 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117309 | -65261 | -152030 | -861340 | -635370 | -524787 |
Profit Factor | 1.4246 | 1.8255 | 1.0823 | 1.0589 | 1.059 | 1.0588 |
Total Trades | 239 | 120 | 119 | 239 | 120 | 119 |
Winning Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Losing Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Profitability (%) | 46.4435 | 46.6667 | 46.2185 | 46.4435 | 46.6667 | 46.2185 |
Ratio Avg Win / Avg Loss | 1.6427 | 2.0863 | 1.2595 | 1.221 | 1.2102 | 1.232 |
Largest Winning Trade | 144188 | 144188 | 70248 | 457884 | 456097 | 457884 |
Largest Losing Trade | -33301 | -19611 | -33301 | -204774 | -143229 | -204774 |
Avg Bars in Trades | 103 | 93 | 113 | 103 | 93 | 113 |
Avg Bars in Winners | 128 | 117 | 139 | 128 | 117 | 139 |
Avg Bars in Losers | 81 | 71 | 90 | 81 | 71 | 90 |
Bars Traded | 24637 | 11171 | 13466 | 24637 | 11171 | 13466 |
Profit Streak | 0 | 0 | 25.0823 | 0 | 0 | 25.0823 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344024 | 341056 | -295848 | -255387 | -287787 | -287394 |
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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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