Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 584356.6967 | 480709.9344 | 103646.7623 | 671329.8469 | 590597.8402 | 80732.0066 |
Total P&L (%) | 584.3567 | 480.7099 | 103.6468 | 671.3298 | 590.5978 | 80.732 |
Avg Daily Profit (%) | 0.3065 | 0.2521 | 0.0544 | 0.1072 | 0.1014 | 0.031 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151312 | -160780 | -72894 | -1175641 | -1087123 | -762793 |
Profit Factor | 1.5516 | 1.7777 | 1.2348 | 1.0994 | 1.1476 | 1.0294 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 117 | 55 | 62 | 117 | 55 | 62 |
Losing Trades | 119 | 63 | 56 | 119 | 63 | 56 |
Profitability (%) | 49.5763 | 46.6102 | 52.5424 | 49.5763 | 46.6102 | 52.5424 |
Ratio Avg Win / Avg Loss | 1.5781 | 2.0363 | 1.1153 | 1.1182 | 1.3145 | 0.9298 |
Largest Winning Trade | 166099 | 166099 | 53657 | 772291 | 772291 | 475234 |
Largest Losing Trade | -36669 | -36669 | -23107 | -493001 | -493001 | -351737 |
Avg Bars in Trades | 47 | 45 | 48 | 47 | 45 | 48 |
Avg Bars in Winners | 61 | 60 | 62 | 61 | 60 | 62 |
Avg Bars in Losers | 32 | 32 | 33 | 32 | 32 | 33 |
Bars Traded | 11117 | 5340 | 5777 | 11117 | 5340 | 5777 |
Profit Streak | 0 | 0 | 70.206 | 0 | 0 | 70.206 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459017 | 355645 | -119063 | -159514 | -116935 | -339730 |
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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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