Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324893.0265 | 199319.8401 | 125573.1864 | 750889.1333 | 635043.3951 | 115845.7382 |
Total P&L (%) | 324.893 | 199.3198 | 125.5732 | 750.8891 | 635.0434 | 115.8457 |
Avg Daily Profit (%) | 0.3119 | 0.1913 | 0.1206 | 0.2058 | 0.1917 | 0.0739 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56995 | -71520 | -72096 | -563359 | -221870 | -474136 |
Profit Factor | 1.3507 | 1.4627 | 1.2533 | 1.1974 | 1.3552 | 1.0575 |
Total Trades | 489 | 245 | 244 | 489 | 245 | 244 |
Winning Trades | 203 | 96 | 107 | 203 | 96 | 107 |
Losing Trades | 286 | 149 | 137 | 286 | 149 | 137 |
Profitability (%) | 41.5133 | 39.1837 | 43.8525 | 41.5133 | 39.1837 | 43.8525 |
Ratio Avg Win / Avg Loss | 1.9029 | 2.2702 | 1.6047 | 1.687 | 2.1034 | 1.354 |
Largest Winning Trade | 41884 | 41884 | 27884 | 255359 | 255359 | 222626 |
Largest Losing Trade | -18297 | -11326 | -18297 | -109221 | -82891 | -109221 |
Avg Bars in Trades | 50 | 46 | 55 | 50 | 46 | 55 |
Avg Bars in Winners | 77 | 68 | 86 | 77 | 68 | 86 |
Avg Bars in Losers | 31 | 32 | 31 | 31 | 32 | 31 |
Bars Traded | 24925 | 11363 | 13562 | 24925 | 11363 | 13562 |
Profit Streak | 0 | 0 | 17.3937 | 0 | 0 | 17.3937 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336130 | 225223 | -31355 | 183438 | 216679 | -251780 |
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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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