Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 500891.6753 | 399584.4953 | 101307.18 | 822754.677 | 274365.8099 | 548388.8671 |
Total P&L (%) | 500.8917 | 399.5845 | 101.3072 | 822.7547 | 274.3658 | 548.3889 |
Avg Daily Profit (%) | 0.2689 | 0.2145 | 0.0544 | 0.1194 | 0.0709 | 0.1004 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90585 | -62358 | -102293 | -492306 | -551552 | -529065 |
Profit Factor | 1.6315 | 2.0874 | 1.238 | 1.1912 | 1.1224 | 1.2658 |
Total Trades | 253 | 127 | 126 | 253 | 127 | 126 |
Winning Trades | 123 | 57 | 66 | 123 | 57 | 66 |
Losing Trades | 130 | 70 | 60 | 130 | 70 | 60 |
Profitability (%) | 48.6166 | 44.8819 | 52.381 | 48.6166 | 44.8819 | 52.381 |
Ratio Avg Win / Avg Loss | 1.7243 | 2.5635 | 1.1254 | 1.259 | 1.3784 | 1.1508 |
Largest Winning Trade | 218924 | 218924 | 55556 | 462665 | 462665 | 364295 |
Largest Losing Trade | -32004 | -22768 | -32004 | -202448 | -202448 | -168787 |
Avg Bars in Trades | 42 | 33 | 51 | 42 | 33 | 51 |
Avg Bars in Winners | 59 | 42 | 74 | 59 | 42 | 74 |
Avg Bars in Losers | 26 | 26 | 26 | 26 | 26 | 26 |
Bars Traded | 10769 | 4284 | 6485 | 10769 | 4284 | 6485 |
Profit Streak | 0 | 0 | 17.6114 | 0 | 0 | 17.6114 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450046 | 342234 | -119935 | -42693 | -186346 | -57993 |
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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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