Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 704862.522 | 602514.4168 | 102348.1052 | 545035.646 | 73379.093 | 471656.553 |
Total P&L (%) | 704.8625 | 602.5144 | 102.3481 | 545.0356 | 73.3791 | 471.6566 |
Avg Daily Profit (%) | 0.3384 | 0.2892 | 0.0491 | 0.0895 | 0.0264 | 0.0837 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171568 | -66873 | -260795 | -724397 | -436824 | -365839 |
Profit Factor | 1.4361 | 2.0363 | 1.0989 | 1.1706 | 1.0552 | 1.2529 |
Total Trades | 490 | 245 | 245 | 490 | 245 | 245 |
Winning Trades | 216 | 106 | 110 | 216 | 106 | 110 |
Losing Trades | 274 | 139 | 135 | 274 | 139 | 135 |
Profitability (%) | 44.0816 | 43.2653 | 44.898 | 44.0816 | 43.2653 | 44.898 |
Ratio Avg Win / Avg Loss | 1.8217 | 2.6702 | 1.3487 | 1.4849 | 1.3837 | 1.5377 |
Largest Winning Trade | 357630 | 357630 | 66448 | 258210 | 186075 | 258210 |
Largest Losing Trade | -39478 | -22944 | -39478 | -158639 | -127710 | -158639 |
Avg Bars in Trades | 49 | 33 | 66 | 49 | 33 | 66 |
Avg Bars in Winners | 71 | 48 | 94 | 71 | 48 | 94 |
Avg Bars in Losers | 32 | 21 | 43 | 32 | 21 | 43 |
Bars Traded | 24483 | 8208 | 16275 | 24483 | 8208 | 16275 |
Profit Streak | 0 | 0 | 10.5117 | 0 | 0 | 10.5117 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414225 | 388011 | -239188 | -105636 | -319320 | -80422 |
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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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