Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 552013.1592 | 441104.2323 | 110908.9269 | -65790.5658 | 45747.7214 | -111538.2872 |
Total P&L (%) | 552.0132 | 441.1042 | 110.9089 | -65.7906 | 45.7477 | -111.5383 |
Avg Daily Profit (%) | 0.2347 | 0.1875 | 0.0472 | -0.0456 | 0.016 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -300397 | -113588 | -307277 | -347613 | -121683 | -252234 |
Profit Factor | 1.2893 | 1.5203 | 1.1046 | 0.9461 | 1.0805 | 0.829 |
Total Trades | 468 | 234 | 234 | 468 | 234 | 234 |
Winning Trades | 278 | 135 | 143 | 278 | 135 | 143 |
Losing Trades | 190 | 99 | 91 | 190 | 99 | 91 |
Profitability (%) | 59.4017 | 57.6923 | 61.1111 | 59.4017 | 57.6923 | 61.1111 |
Ratio Avg Win / Avg Loss | 0.8812 | 1.1149 | 0.7029 | 0.6466 | 0.7923 | 0.5276 |
Largest Winning Trade | 54066 | 54066 | 44362 | 50167 | 50167 | 40756 |
Largest Losing Trade | -94997 | -47809 | -94997 | -90926 | -90926 | -74742 |
Avg Bars in Trades | 10 | 9 | 10 | 10 | 9 | 10 |
Avg Bars in Winners | 8 | 7 | 8 | 8 | 7 | 8 |
Avg Bars in Losers | 12 | 13 | 12 | 12 | 13 | 12 |
Bars Traded | 4700 | 2334 | 2366 | 4700 | 2334 | 2366 |
Profit Streak | 0 | 0 | 15.0524 | 0 | 0 | 15.0524 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382620 | 391988 | -234103 | -576835 | -304915 | -577805 |
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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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