Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506491.0609 | 367017.4412 | 139473.6197 | 739565.5298 | 88933.4069 | 650632.1229 |
Total P&L (%) | 506.4911 | 367.0174 | 139.4736 | 739.5655 | 88.9334 | 650.6321 |
Avg Daily Profit (%) | 0.2431 | 0.1762 | 0.0669 | 0.1022 | 0.0305 | 0.0968 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196556 | -181189 | -77694 | -2947901 | -2896786 | -1143037 |
Profit Factor | 1.3746 | 1.4975 | 1.227 | 1.0548 | 1.0112 | 1.1166 |
Total Trades | 392 | 196 | 196 | 392 | 196 | 196 |
Winning Trades | 213 | 101 | 112 | 213 | 101 | 112 |
Losing Trades | 179 | 95 | 84 | 179 | 95 | 84 |
Profitability (%) | 54.3367 | 51.5306 | 57.1429 | 54.3367 | 51.5306 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.1552 | 1.4086 | 0.9203 | 0.8864 | 0.9512 | 0.8375 |
Largest Winning Trade | 93729 | 93729 | 53159 | 598746 | 598746 | 583531 |
Largest Losing Trade | -37995 | -31087 | -37995 | -704301 | -704301 | -406722 |
Avg Bars in Trades | 62 | 60 | 64 | 62 | 60 | 64 |
Avg Bars in Winners | 64 | 58 | 70 | 64 | 58 | 70 |
Avg Bars in Losers | 59 | 61 | 57 | 59 | 61 | 57 |
Bars Traded | 24486 | 11783 | 12703 | 24486 | 11783 | 12703 |
Profit Streak | 0 | 0 | 37.1723 | 0 | 0 | 37.1723 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416068 | 337591 | -103186 | -215453 | -361251 | -154853 |
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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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