Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 122358.6499 | 102927.2398 | 19431.4101 | 33909.7161 | 47128.9555 | -13219.2394 |
Total P&L (%) | 122.3587 | 102.9272 | 19.4314 | 33.9097 | 47.129 | -13.2192 |
Avg Daily Profit (%) | 0.2349 | 0.1976 | 0.0373 | 0.0561 | 0.0742 | -0.0272 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58690 | -58428 | -64111 | -104410 | -62277 | -105506 |
Profit Factor | 1.1493 | 1.2473 | 1.0482 | 1.0329 | 1.0872 | 0.9731 |
Total Trades | 404 | 202 | 202 | 404 | 202 | 202 |
Winning Trades | 267 | 136 | 131 | 267 | 136 | 131 |
Losing Trades | 137 | 66 | 71 | 137 | 66 | 71 |
Profitability (%) | 66.0891 | 67.3267 | 64.8515 | 66.0891 | 67.3267 | 64.8515 |
Ratio Avg Win / Avg Loss | 0.5897 | 0.6053 | 0.5681 | 0.53 | 0.5276 | 0.5274 |
Largest Winning Trade | 20540 | 20540 | 18457 | 16293 | 15310 | 16293 |
Largest Losing Trade | -40063 | -40063 | -34573 | -61067 | -40894 | -61067 |
Avg Bars in Trades | 61 | 62 | 59 | 61 | 62 | 59 |
Avg Bars in Winners | 38 | 37 | 40 | 38 | 37 | 40 |
Avg Bars in Losers | 105 | 114 | 96 | 105 | 114 | 96 |
Bars Traded | 24788 | 12724 | 12064 | 24788 | 12724 | 12064 |
Profit Streak | 0 | 8.3665 | 0 | 0 | 8.3665 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46413 | 324028 | -317677 | -303214 | -218470 | -578919 |
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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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