Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563238.9883 | 511951.0564 | 51287.9319 | 325480.8909 | 253261.0903 | 72219.8006 |
Total P&L (%) | 563.239 | 511.9511 | 51.2879 | 325.4809 | 253.2611 | 72.2198 |
Avg Daily Profit (%) | 0.2242 | 0.2037 | 0.0204 | 0.0576 | 0.0502 | 0.0216 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113358 | -89921 | -120471 | -367835 | -333655 | -272768 |
Profit Factor | 1.3155 | 1.5682 | 1.058 | 1.0832 | 1.1222 | 1.0393 |
Total Trades | 482 | 241 | 241 | 482 | 241 | 241 |
Winning Trades | 208 | 98 | 110 | 208 | 98 | 110 |
Losing Trades | 274 | 143 | 131 | 274 | 143 | 131 |
Profitability (%) | 43.1535 | 40.6639 | 45.6432 | 43.1535 | 40.6639 | 45.6432 |
Ratio Avg Win / Avg Loss | 1.7329 | 2.2882 | 1.26 | 1.427 | 1.6375 | 1.2377 |
Largest Winning Trade | 138879 | 138879 | 40177 | 182309 | 182309 | 132328 |
Largest Losing Trade | -48352 | -28536 | -48352 | -92676 | -92676 | -87205 |
Avg Bars in Trades | 30 | 27 | 34 | 30 | 27 | 34 |
Avg Bars in Winners | 38 | 34 | 41 | 38 | 34 | 41 |
Avg Bars in Losers | 25 | 22 | 28 | 25 | 22 | 28 |
Bars Traded | 14941 | 6617 | 8324 | 14941 | 6617 | 8324 |
Profit Streak | 0 | 19.5153 | 0 | 0 | 19.5153 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338053 | 317290 | -324539 | -245057 | -212918 | -342245 |
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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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