Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312328.4921 | 247489.6189 | 64838.8732 | 50385.8554 | 28421.0739 | 21964.7815 |
Total P&L (%) | 312.3285 | 247.4896 | 64.8389 | 50.3859 | 28.4211 | 21.9648 |
Avg Daily Profit (%) | 0.1499 | 0.1188 | 0.0311 | 0.0196 | 0.012 | 0.0095 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -214264 | -194232 | -59049 | -1517563 | -1423856 | -278203 |
Profit Factor | 1.2421 | 1.299 | 1.1402 | 1.0115 | 1.0097 | 1.0153 |
Total Trades | 452 | 226 | 226 | 452 | 226 | 226 |
Winning Trades | 279 | 135 | 144 | 279 | 135 | 144 |
Losing Trades | 173 | 91 | 82 | 173 | 91 | 82 |
Profitability (%) | 61.7257 | 59.7345 | 63.7168 | 61.7257 | 59.7345 | 63.7168 |
Ratio Avg Win / Avg Loss | 0.7702 | 0.8756 | 0.6493 | 0.6272 | 0.6806 | 0.5782 |
Largest Winning Trade | 32568 | 32568 | 15509 | 380814 | 380814 | 133426 |
Largest Losing Trade | -53850 | -53850 | -53128 | -711646 | -711646 | -270636 |
Avg Bars in Trades | 54 | 91 | 17 | 54 | 91 | 17 |
Avg Bars in Winners | 34 | 55 | 14 | 34 | 55 | 14 |
Avg Bars in Losers | 87 | 146 | 23 | 87 | 146 | 23 |
Bars Traded | 24846 | 20779 | 4067 | 24846 | 20779 | 4067 |
Profit Streak | 0 | 0 | 23.7777 | 0 | 0 | 23.7777 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325081 | -34112 | -216352 | -373621 | -389701 | -387787 |
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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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