Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390968.0532 | 269839.7635 | 121128.2896 | 228360.4317 | 295952.9092 | -67592.4775 |
Total P&L (%) | 390.9681 | 269.8398 | 121.1283 | 228.3604 | 295.9529 | -67.5925 |
Avg Daily Profit (%) | 0.2245 | 0.155 | 0.0696 | 0.0683 | 0.0791 | -0.0647 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128397 | -103920 | -103058 | -461104 | -273618 | -445617 |
Profit Factor | 1.2374 | 1.3336 | 1.1445 | 1.0492 | 1.1307 | 0.9715 |
Total Trades | 679 | 340 | 339 | 679 | 340 | 339 |
Winning Trades | 316 | 157 | 159 | 316 | 157 | 159 |
Losing Trades | 363 | 183 | 180 | 363 | 183 | 180 |
Profitability (%) | 46.539 | 46.1765 | 46.9027 | 46.539 | 46.1765 | 46.9027 |
Ratio Avg Win / Avg Loss | 1.4214 | 1.5545 | 1.2956 | 1.2053 | 1.3179 | 1.0998 |
Largest Winning Trade | 152008 | 152008 | 50124 | 183587 | 183587 | 118425 |
Largest Losing Trade | -35136 | -35136 | -25996 | -103959 | -103959 | -102500 |
Avg Bars in Trades | 30 | 25 | 35 | 30 | 25 | 35 |
Avg Bars in Winners | 39 | 29 | 49 | 39 | 29 | 49 |
Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
Bars Traded | 20619 | 8549 | 12070 | 20619 | 8549 | 12070 |
Profit Streak | 0 | 0 | 8.3082 | 0 | 0 | 8.3082 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350382 | 311390 | -160973 | -265912 | -164148 | -578426 |
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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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