Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508781.2236 | 467959.8677 | 40821.3559 | 81109.1484 | -95701.9316 | 176811.08 |
Total P&L (%) | 508.7812 | 467.9599 | 40.8214 | 81.1091 | -95.7019 | 176.8111 |
Avg Daily Profit (%) | 0.2443 | 0.2247 | 0.0196 | 0.0285 | -0.151 | 0.0489 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111812 | -103492 | -188494 | -245439 | -298673 | -108256 |
Profit Factor | 1.2973 | 1.5486 | 1.0476 | 1.0332 | 0.9291 | 1.1614 |
Total Trades | 514 | 257 | 257 | 514 | 257 | 257 |
Winning Trades | 206 | 94 | 112 | 206 | 94 | 112 |
Losing Trades | 308 | 163 | 145 | 308 | 163 | 145 |
Profitability (%) | 40.0778 | 36.5759 | 43.5798 | 40.0778 | 36.5759 | 43.5798 |
Ratio Avg Win / Avg Loss | 1.9397 | 2.6853 | 1.3562 | 1.5447 | 1.6112 | 1.5036 |
Largest Winning Trade | 249691 | 249691 | 54380 | 119128 | 119128 | 83551 |
Largest Losing Trade | -54728 | -29808 | -54728 | -51775 | -44117 | -51775 |
Avg Bars in Trades | 48 | 44 | 51 | 48 | 44 | 51 |
Avg Bars in Winners | 77 | 72 | 81 | 77 | 72 | 81 |
Avg Bars in Losers | 28 | 29 | 27 | 28 | 29 | 27 |
Bars Traded | 24735 | 11555 | 13180 | 24735 | 11555 | 13180 |
Profit Streak | 0 | 0 | 13.8876 | 0 | 0 | 13.8876 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303209 | 220129 | -338120 | -338888 | -582431 | -170585 |
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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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