Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 590012.2371 | 515384.6168 | 74627.6203 | 97912.9039 | 162420.1921 | -64507.2882 |
Total P&L (%) | 590.0122 | 515.3846 | 74.6276 | 97.9129 | 162.4202 | -64.5073 |
Avg Daily Profit (%) | 0.3183 | 0.278 | 0.0403 | 0.0368 | 0.0521 | -0.0559 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -281686 | -137059 | -177280 | -283123 | -94768 | -229949 |
Profit Factor | 1.3604 | 1.742 | 1.0792 | 1.0608 | 1.2615 | 0.9348 |
Total Trades | 334 | 167 | 167 | 334 | 167 | 167 |
Winning Trades | 155 | 72 | 83 | 155 | 72 | 83 |
Losing Trades | 179 | 95 | 84 | 179 | 95 | 84 |
Profitability (%) | 46.4072 | 43.1138 | 49.7006 | 46.4072 | 43.1138 | 49.7006 |
Ratio Avg Win / Avg Loss | 1.5711 | 2.2984 | 1.0922 | 1.225 | 1.6644 | 0.9461 |
Largest Winning Trade | 165898 | 165898 | 49444 | 91749 | 82970 | 91749 |
Largest Losing Trade | -57270 | -31495 | -57270 | -138769 | -44768 | -138769 |
Avg Bars in Trades | 65 | 59 | 72 | 65 | 59 | 72 |
Avg Bars in Winners | 88 | 83 | 93 | 88 | 83 | 93 |
Avg Bars in Losers | 46 | 40 | 52 | 46 | 40 | 52 |
Bars Traded | 22006 | 9892 | 12114 | 22006 | 9892 | 12114 |
Profit Streak | 0 | 0 | 38.3292 | 0 | 0 | 38.3292 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394632 | 347325 | -271795 | -297025 | -124801 | -580029 |
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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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