Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 651007.524 | 497552.609 | 153454.915 | 420569.6221 | 148570.4194 | 271999.2027 |
Total P&L (%) | 651.0075 | 497.5526 | 153.4549 | 420.5696 | 148.5704 | 271.9992 |
Avg Daily Profit (%) | 0.3722 | 0.2845 | 0.0877 | 0.0944 | 0.0521 | 0.0751 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184914 | -203627 | -61749 | -389183 | -272296 | -93528 |
Profit Factor | 1.9646 | 2.1246 | 1.6601 | 1.3222 | 1.1761 | 1.5892 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 37.6344 | 31.9149 | 43.4783 | 37.6344 | 31.9149 | 43.4783 |
Ratio Avg Win / Avg Loss | 3.2556 | 4.5325 | 2.1581 | 2.1911 | 2.509 | 2.066 |
Largest Winning Trade | 313519 | 313519 | 48711 | 313519 | 313519 | 115161 |
Largest Losing Trade | -37201 | -37201 | -33206 | -109292 | -109292 | -93528 |
Avg Bars in Trades | 220 | 214 | 226 | 220 | 214 | 226 |
Avg Bars in Winners | 345 | 379 | 321 | 345 | 379 | 321 |
Avg Bars in Losers | 145 | 137 | 154 | 145 | 137 | 154 |
Bars Traded | 20526 | 10099 | 10427 | 20526 | 10099 | 10427 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312506 | 195545 | -75139 | -70209 | -156046 | -92118 |
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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) |
---|