Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380989.6428 | 280739.4211 | 100250.2216 | 354076.0844 | 224859.4702 | 129216.6142 |
Total P&L (%) | 380.9896 | 280.7394 | 100.2502 | 354.0761 | 224.8595 | 129.2166 |
Avg Daily Profit (%) | 0.1829 | 0.1348 | 0.0481 | 0.0727 | 0.0566 | 0.0398 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99279 | -111208 | -97962 | -391439 | -526740 | -320641 |
Profit Factor | 1.3571 | 1.5123 | 1.1932 | 1.085 | 1.1045 | 1.0642 |
Total Trades | 413 | 207 | 206 | 413 | 207 | 206 |
Winning Trades | 194 | 94 | 100 | 194 | 94 | 100 |
Losing Trades | 219 | 113 | 106 | 219 | 113 | 106 |
Profitability (%) | 46.9734 | 45.4106 | 48.5437 | 46.9734 | 45.4106 | 48.5437 |
Ratio Avg Win / Avg Loss | 1.532 | 1.818 | 1.2648 | 1.2248 | 1.3277 | 1.1281 |
Largest Winning Trade | 103192 | 103192 | 48275 | 263726 | 263726 | 158964 |
Largest Losing Trade | -32839 | -23338 | -32839 | -198249 | -99573 | -198249 |
Avg Bars in Trades | 59 | 59 | 59 | 59 | 59 | 59 |
Avg Bars in Winners | 84 | 82 | 86 | 84 | 82 | 86 |
Avg Bars in Losers | 38 | 41 | 35 | 38 | 41 | 35 |
Bars Traded | 24685 | 12359 | 12326 | 24685 | 12359 | 12326 |
Profit Streak | 0 | 0 | 13.5653 | 0 | 0 | 13.5653 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360034 | -11825 | -136092 | -221933 | -224229 | -289033 |
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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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