Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 762065.2751 | 604369.2715 | 157696.0036 | 1021000.0718 | -207948.0667 | 1228948.1384 |
Total P&L (%) | 762.0653 | 604.3693 | 157.696 | 1021.0001 | -207.9481 | 1228.9481 |
Avg Daily Profit (%) | 0.3231 | 0.2563 | 0.0669 | 0.1025 | 0 | 0.1098 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127865 | -65708 | -141458 | -892948 | -1104326 | -347287 |
Profit Factor | 1.8096 | 2.2878 | 1.3341 | 1.1656 | 0.9371 | 1.4301 |
Total Trades | 253 | 127 | 126 | 253 | 127 | 126 |
Winning Trades | 126 | 59 | 67 | 126 | 59 | 67 |
Losing Trades | 127 | 68 | 59 | 127 | 68 | 59 |
Profitability (%) | 49.8024 | 46.4567 | 53.1746 | 49.8024 | 46.4567 | 53.1746 |
Ratio Avg Win / Avg Loss | 1.8239 | 2.6368 | 1.1748 | 1.1749 | 1.0801 | 1.2593 |
Largest Winning Trade | 338943 | 338943 | 60407 | 606625 | 440722 | 606625 |
Largest Losing Trade | -59520 | -21483 | -59520 | -379454 | -379454 | -203956 |
Avg Bars in Trades | 36 | 27 | 45 | 36 | 27 | 45 |
Avg Bars in Winners | 51 | 39 | 62 | 51 | 39 | 62 |
Avg Bars in Losers | 21 | 17 | 26 | 21 | 17 | 26 |
Bars Traded | 9254 | 3532 | 5722 | 9254 | 3532 | 5722 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 495716 | 416054 | -103162 | -92776 | -580428 | -44973 |
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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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