Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135094.3247 | 96775.1572 | 38319.1676 | 101916.3224 | 114518.9332 | -12602.6109 |
Total P&L (%) | 135.0943 | 96.7752 | 38.3192 | 101.9163 | 114.5189 | -12.6026 |
Avg Daily Profit (%) | 0.2594 | 0.1858 | 0.0736 | 0.135 | 0.1466 | -0.0259 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73395 | -65819 | -33948 | -146834 | -131616 | -91645 |
Profit Factor | 1.1803 | 1.2788 | 1.0953 | 1.0815 | 1.1992 | 0.9813 |
Total Trades | 443 | 221 | 222 | 443 | 221 | 222 |
Winning Trades | 214 | 108 | 106 | 214 | 108 | 106 |
Losing Trades | 229 | 113 | 116 | 229 | 113 | 116 |
Profitability (%) | 48.307 | 48.8688 | 47.7477 | 48.307 | 48.8688 | 47.7477 |
Ratio Avg Win / Avg Loss | 1.2631 | 1.338 | 1.1986 | 1.1573 | 1.2547 | 1.0739 |
Largest Winning Trade | 31094 | 28796 | 31094 | 61885 | 39810 | 61885 |
Largest Losing Trade | -16819 | -16819 | -14146 | -33235 | -33235 | -32904 |
Avg Bars in Trades | 55 | 51 | 59 | 55 | 51 | 59 |
Avg Bars in Winners | 61 | 58 | 64 | 61 | 58 | 64 |
Avg Bars in Losers | 49 | 44 | 54 | 49 | 44 | 54 |
Bars Traded | 24545 | 11371 | 13174 | 24545 | 11371 | 13174 |
Profit Streak | 0 | 12.9917 | 0 | 0 | 12.9917 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12932 | 312472 | -213597 | -142587 | 92129 | -579949 |
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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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