Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325472.8377 | 284907.7188 | 40565.1189 | 133918.8039 | 54828.3997 | 79090.4043 |
Total P&L (%) | 325.4728 | 284.9077 | 40.5651 | 133.9188 | 54.8284 | 79.0904 |
Avg Daily Profit (%) | 0.3125 | 0.2735 | 0.0389 | 0.0816 | 0.042 | 0.056 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125835 | -84676 | -64487 | -152679 | -185215 | -82050 |
Profit Factor | 1.4495 | 1.7199 | 1.1236 | 1.1374 | 1.1019 | 1.1812 |
Total Trades | 476 | 238 | 238 | 476 | 238 | 238 |
Winning Trades | 187 | 89 | 98 | 187 | 89 | 98 |
Losing Trades | 289 | 149 | 140 | 289 | 149 | 140 |
Profitability (%) | 39.2857 | 37.395 | 41.1765 | 39.2857 | 37.395 | 41.1765 |
Ratio Avg Win / Avg Loss | 2.2402 | 2.8794 | 1.6051 | 1.7578 | 1.8447 | 1.6874 |
Largest Winning Trade | 236651 | 236651 | 25861 | 166203 | 166203 | 58380 |
Largest Losing Trade | -15806 | -15806 | -14349 | -50248 | -50248 | -42691 |
Avg Bars in Trades | 51 | 48 | 54 | 51 | 48 | 54 |
Avg Bars in Winners | 85 | 81 | 90 | 85 | 81 | 90 |
Avg Bars in Losers | 28 | 28 | 28 | 28 | 28 | 28 |
Bars Traded | 24365 | 11483 | 12882 | 24365 | 11483 | 12882 |
Profit Streak | 0 | 17.4112 | 0 | 0 | 17.4112 | 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 | 324429 | 283146 | -229285 | -153942 | -248829 | -141070 |
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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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