Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310807.4022 | 236081.2482 | 74726.1541 | 48058.7654 | 80724.4578 | -32665.6924 |
Total P&L (%) | 310.8074 | 236.0812 | 74.7262 | 48.0588 | 80.7245 | -32.6657 |
Avg Daily Profit (%) | 0.3055 | 0.2321 | 0.0735 | 0.0386 | 0.0582 | -0.0389 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130244 | -125262 | -114721 | -172270 | -115515 | -127736 |
Profit Factor | 1.2377 | 1.3786 | 1.1092 | 1.0379 | 1.1335 | 0.9507 |
Total Trades | 479 | 240 | 239 | 479 | 240 | 239 |
Winning Trades | 240 | 106 | 134 | 240 | 106 | 134 |
Losing Trades | 239 | 134 | 105 | 239 | 134 | 105 |
Profitability (%) | 50.1044 | 44.1667 | 56.0669 | 50.1044 | 44.1667 | 56.0669 |
Ratio Avg Win / Avg Loss | 1.2325 | 1.7428 | 0.8692 | 1.0336 | 1.4329 | 0.7449 |
Largest Winning Trade | 185484 | 185484 | 35444 | 80779 | 80779 | 38542 |
Largest Losing Trade | -39612 | -26748 | -39612 | -45224 | -26314 | -45224 |
Avg Bars in Trades | 25 | 23 | 26 | 25 | 23 | 26 |
Avg Bars in Winners | 29 | 29 | 29 | 29 | 29 | 29 |
Avg Bars in Losers | 21 | 19 | 23 | 21 | 19 | 23 |
Bars Traded | 12008 | 5672 | 6336 | 12008 | 5672 | 6336 |
Profit Streak | 0 | 0 | 6.8403 | 0 | 0 | 6.8403 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396731 | 298086 | -194022 | -318871 | -190199 | -577860 |
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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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