Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 660769.355 | 577916.4288 | 82852.9262 | 200374.5751 | 474779.4146 | -274404.8395 |
Total P&L (%) | 660.7694 | 577.9164 | 82.8529 | 200.3746 | 474.7794 | -274.4048 |
Avg Daily Profit (%) | 0.354 | 0.3096 | 0.0444 | 0.0589 | 0.0937 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194723 | -112666 | -132989 | -746510 | -470047 | -457236 |
Profit Factor | 1.4811 | 1.8303 | 1.1223 | 1.0519 | 1.2365 | 0.8517 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 140 | 58 | 82 | 140 | 58 | 82 |
Losing Trades | 222 | 123 | 99 | 222 | 123 | 99 |
Profitability (%) | 38.674 | 32.0442 | 45.3039 | 38.674 | 32.0442 | 45.3039 |
Ratio Avg Win / Avg Loss | 2.3486 | 3.8814 | 1.355 | 1.6681 | 2.6223 | 1.0283 |
Largest Winning Trade | 366450 | 366450 | 83880 | 632459 | 632459 | 109428 |
Largest Losing Trade | -30757 | -18209 | -30757 | -151567 | -77685 | -151567 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 36 | 43 | 32 | 36 | 43 | 32 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 7397 | 3763 | 3634 | 7397 | 3763 | 3634 |
Profit Streak | 0 | 0 | 34.3385 | 0 | 0 | 34.3385 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339157 | 220836 | -219787 | -278744 | -73343 | -579274 |
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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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