Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 730879.258 | 553973.1213 | 176906.1367 | 612057.0739 | 390974.2559 | 221082.818 |
Total P&L (%) | 730.8793 | 553.9731 | 176.9061 | 612.0571 | 390.9743 | 221.0828 |
Avg Daily Profit (%) | 0.3905 | 0.296 | 0.0945 | 0.1049 | 0.0851 | 0.0624 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222899 | -173493 | -128267 | -575654 | -440708 | -254194 |
Profit Factor | 1.4917 | 1.7784 | 1.2283 | 1.21 | 1.2521 | 1.1621 |
Total Trades | 267 | 133 | 134 | 267 | 133 | 134 |
Winning Trades | 149 | 69 | 80 | 149 | 69 | 80 |
Losing Trades | 118 | 64 | 54 | 118 | 64 | 54 |
Profitability (%) | 55.8052 | 51.8797 | 59.7015 | 55.8052 | 51.8797 | 59.7015 |
Ratio Avg Win / Avg Loss | 1.1813 | 1.6495 | 0.8291 | 0.9582 | 1.1613 | 0.7844 |
Largest Winning Trade | 217655 | 217655 | 45967 | 182705 | 157834 | 182705 |
Largest Losing Trade | -64564 | -44853 | -64564 | -278969 | -278969 | -213724 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 3727 | 1858 | 1869 | 3727 | 1858 | 1869 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480550 | 451829 | -67455 | -52170 | -79282 | -152202 |
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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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