Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 570096.5426 | 442267.4263 | 127829.1164 | 1366840.3319 | 779770.291 | 587070.0409 |
Total P&L (%) | 570.0965 | 442.2674 | 127.8291 | 1366.8403 | 779.7703 | 587.07 |
Avg Daily Profit (%) | 0.2281 | 0.1769 | 0.0511 | 0.1075 | 0.087 | 0.0771 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125877 | -144401 | -64389 | -1797930 | -1671283 | -691624 |
Profit Factor | 1.5629 | 1.8957 | 1.2463 | 1.1457 | 1.1567 | 1.1333 |
Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
Winning Trades | 114 | 61 | 53 | 114 | 61 | 53 |
Losing Trades | 135 | 64 | 71 | 135 | 64 | 71 |
Profitability (%) | 45.7831 | 48.8 | 42.7419 | 45.7831 | 48.8 | 42.7419 |
Ratio Avg Win / Avg Loss | 1.8508 | 1.989 | 1.6696 | 1.3568 | 1.2136 | 1.5182 |
Largest Winning Trade | 126219 | 126219 | 53600 | 877092 | 877092 | 488115 |
Largest Losing Trade | -29552 | -29552 | -29311 | -503400 | -503400 | -458583 |
Avg Bars in Trades | 39 | 38 | 40 | 39 | 38 | 40 |
Avg Bars in Winners | 51 | 44 | 59 | 51 | 44 | 59 |
Avg Bars in Losers | 29 | 32 | 26 | 29 | 32 | 26 |
Bars Traded | 9873 | 4809 | 5064 | 9873 | 4809 | 5064 |
Profit Streak | 0 | 0 | 12.1037 | 0 | 0 | 12.1037 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386724 | 372019 | -126182 | -109614 | -125178 | -164733 |
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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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