Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374302.6498 | 252201.2131 | 122101.4368 | 231276.2677 | 238747.9474 | -7471.6797 |
Total P&L (%) | 374.3027 | 252.2012 | 122.1014 | 231.2763 | 238.7479 | -7.4717 |
Avg Daily Profit (%) | 0.2211 | 0.149 | 0.0721 | 0.0708 | 0.0721 | -0.0046 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223555 | -194112 | -152205 | -83417 | -48335 | -92671 |
Profit Factor | 1.2387 | 1.3267 | 1.1533 | 1.2807 | 1.6037 | 0.9826 |
Total Trades | 546 | 273 | 273 | 546 | 273 | 273 |
Winning Trades | 226 | 111 | 115 | 226 | 111 | 115 |
Losing Trades | 320 | 162 | 158 | 320 | 162 | 158 |
Profitability (%) | 41.3919 | 40.6593 | 42.1245 | 41.3919 | 40.6593 | 42.1245 |
Ratio Avg Win / Avg Loss | 1.7539 | 1.9363 | 1.5846 | 1.8134 | 2.3405 | 1.35 |
Largest Winning Trade | 91641 | 91641 | 39561 | 80560 | 80560 | 39402 |
Largest Losing Trade | -23519 | -21936 | -23519 | -32487 | -21936 | -32487 |
Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Winners | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 6740 | 3240 | 3500 | 6740 | 3240 | 3500 |
Profit Streak | 0 | 9.7022 | 0 | 0 | 9.7022 | 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 | 302566 | 192855 | -149293 | -97580 | -95465 | -581023 |
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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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