Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427888.8585 | 257232.8902 | 170655.9682 | 273960.4789 | 115879.1506 | 158081.3283 |
Total P&L (%) | 427.8889 | 257.2329 | 170.656 | 273.9605 | 115.8792 | 158.0813 |
Avg Daily Profit (%) | 0.2287 | 0.1375 | 0.0912 | 0.0705 | 0.0411 | 0.0507 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115694 | -86426 | -147466 | -371729 | -254484 | -352277 |
Profit Factor | 1.2955 | 1.3452 | 1.2427 | 1.0978 | 1.0819 | 1.114 |
Total Trades | 439 | 220 | 219 | 439 | 220 | 219 |
Winning Trades | 283 | 131 | 152 | 283 | 131 | 152 |
Losing Trades | 156 | 89 | 67 | 156 | 89 | 67 |
Profitability (%) | 64.4647 | 59.5455 | 69.4064 | 64.4647 | 59.5455 | 69.4064 |
Ratio Avg Win / Avg Loss | 0.7141 | 0.9139 | 0.5478 | 0.6051 | 0.735 | 0.491 |
Largest Winning Trade | 69748 | 69748 | 28291 | 92619 | 92619 | 68557 |
Largest Losing Trade | -50166 | -34349 | -50166 | -117886 | -79790 | -117886 |
Avg Bars in Trades | 50 | 53 | 47 | 50 | 53 | 47 |
Avg Bars in Winners | 43 | 42 | 43 | 43 | 42 | 43 |
Avg Bars in Losers | 64 | 68 | 57 | 64 | 68 | 57 |
Bars Traded | 22205 | 11716 | 10489 | 22205 | 11716 | 10489 |
Profit Streak | 0 | 0 | 16.0372 | 0 | 0 | 16.0372 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375325 | -8935 | -69419 | -209212 | -268187 | -218346 |
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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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