Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231203.4366 | 95830.4954 | 135372.9411 | 482616.3702 | 150215.1962 | 332401.1741 |
Total P&L (%) | 231.2034 | 95.8305 | 135.3729 | 482.6164 | 150.2152 | 332.4012 |
Avg Daily Profit (%) | 0.4439 | 0.184 | 0.2599 | 0.3389 | 0.1762 | 0.2815 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61678 | -41335 | -41341 | -464181 | -188372 | -330698 |
Profit Factor | 1.4928 | 1.4195 | 1.5624 | 1.258 | 1.1755 | 1.3277 |
Total Trades | 253 | 127 | 126 | 253 | 127 | 126 |
Winning Trades | 112 | 52 | 60 | 112 | 52 | 60 |
Losing Trades | 141 | 75 | 66 | 141 | 75 | 66 |
Profitability (%) | 44.2688 | 40.9449 | 47.619 | 44.2688 | 40.9449 | 47.619 |
Ratio Avg Win / Avg Loss | 1.8793 | 2.0473 | 1.7186 | 1.5838 | 1.6954 | 1.4605 |
Largest Winning Trade | 36340 | 36340 | 28256 | 93593 | 93593 | 83464 |
Largest Losing Trade | -17711 | -17711 | -9953 | -95660 | -70289 | -95660 |
Avg Bars in Trades | 97 | 106 | 88 | 97 | 106 | 88 |
Avg Bars in Winners | 134 | 153 | 118 | 134 | 153 | 118 |
Avg Bars in Losers | 67 | 74 | 60 | 67 | 74 | 60 |
Bars Traded | 24602 | 13512 | 11090 | 24602 | 13512 | 11090 |
Profit Streak | 0 | 0 | 9.7593 | 0 | 0 | 9.7593 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381780 | 183668 | 355744 | 297837 | -23265 | 270757 |
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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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