Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 957767.8784 | 827161.7661 | 130606.1123 | 634449.9371 | 411596.0514 | 222853.8857 |
Total P&L (%) | 957.7679 | 827.1618 | 130.6061 | 634.4499 | 411.5961 | 222.8539 |
Avg Daily Profit (%) | 0.5184 | 0.4477 | 0.0707 | 0.108 | 0.0884 | 0.0635 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101318 | -117550 | -73161 | -1799352 | -1263601 | -1432451 |
Profit Factor | 1.9123 | 2.6142 | 1.243 | 1.0529 | 1.0726 | 1.0353 |
Total Trades | 259 | 130 | 129 | 259 | 130 | 129 |
Winning Trades | 124 | 59 | 65 | 124 | 59 | 65 |
Losing Trades | 135 | 71 | 64 | 135 | 71 | 64 |
Profitability (%) | 47.8764 | 45.3846 | 50.3876 | 47.8764 | 45.3846 | 50.3876 |
Ratio Avg Win / Avg Loss | 2.082 | 3.1459 | 1.2239 | 1.1463 | 1.2907 | 1.0194 |
Largest Winning Trade | 791166 | 791166 | 48205 | 927619 | 927619 | 434961 |
Largest Losing Trade | -41896 | -33860 | -41896 | -552600 | -525713 | -552600 |
Avg Bars in Trades | 20 | 20 | 21 | 20 | 20 | 21 |
Avg Bars in Winners | 27 | 28 | 25 | 27 | 28 | 25 |
Avg Bars in Losers | 15 | 13 | 16 | 15 | 13 | 16 |
Bars Traded | 5399 | 2668 | 2731 | 5399 | 2668 | 2731 |
Profit Streak | 0 | 0 | 15.6058 | 0 | 0 | 15.6058 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 547084 | 482898 | -98123 | -209919 | -217364 | -289221 |
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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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