Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381186.163 | 326494.0575 | 54692.1054 | 47787.4144 | 61913.5613 | -14126.1469 |
Total P&L (%) | 381.1862 | 326.4941 | 54.6921 | 47.7874 | 61.9136 | -14.1261 |
Avg Daily Profit (%) | 0.206 | 0.1765 | 0.0296 | 0.0211 | 0.026 | -0.0082 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140548 | -142120 | -88175 | -954377 | -857377 | -551016 |
Profit Factor | 1.3244 | 1.5651 | 1.0916 | 1.0081 | 1.022 | 0.9954 |
Total Trades | 308 | 154 | 154 | 308 | 154 | 154 |
Winning Trades | 152 | 73 | 79 | 152 | 73 | 79 |
Losing Trades | 156 | 81 | 75 | 156 | 81 | 75 |
Profitability (%) | 49.3506 | 47.4026 | 51.2987 | 49.3506 | 47.4026 | 51.2987 |
Ratio Avg Win / Avg Loss | 1.3593 | 1.7366 | 1.0363 | 1.0346 | 1.134 | 0.945 |
Largest Winning Trade | 126704 | 126704 | 53436 | 370948 | 370948 | 306588 |
Largest Losing Trade | -39745 | -36453 | -39745 | -349586 | -176893 | -349586 |
Avg Bars in Trades | 35 | 30 | 40 | 35 | 30 | 40 |
Avg Bars in Winners | 46 | 37 | 53 | 46 | 37 | 53 |
Avg Bars in Losers | 24 | 23 | 26 | 24 | 23 | 26 |
Bars Traded | 10906 | 4701 | 6205 | 10906 | 4701 | 6205 |
Profit Streak | 0 | 0 | 17.4013 | 0 | 0 | 17.4013 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333496 | 341147 | -273220 | -376440 | -355686 | -579789 |
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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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