Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 680620.6851 | 596182.3587 | 84438.3264 | 455511.005 | 359597.6146 | 95913.3903 |
Total P&L (%) | 680.6207 | 596.1824 | 84.4383 | 455.511 | 359.5976 | 95.9134 |
Avg Daily Profit (%) | 0.2825 | 0.2475 | 0.035 | 0.0712 | 0.0633 | 0.0279 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122486 | -127715 | -137642 | -926574 | -923490 | -350723 |
Profit Factor | 1.5696 | 1.9518 | 1.1485 | 1.1007 | 1.1443 | 1.0472 |
Total Trades | 285 | 143 | 142 | 285 | 143 | 142 |
Winning Trades | 134 | 70 | 64 | 134 | 70 | 64 |
Losing Trades | 151 | 73 | 78 | 151 | 73 | 78 |
Profitability (%) | 47.0175 | 48.951 | 45.0704 | 47.0175 | 48.951 | 45.0704 |
Ratio Avg Win / Avg Loss | 1.7688 | 2.0354 | 1.3998 | 1.2403 | 1.1934 | 1.2763 |
Largest Winning Trade | 355703 | 355703 | 63973 | 433114 | 424299 | 433114 |
Largest Losing Trade | -33053 | -33053 | -30231 | -334270 | -334270 | -165204 |
Avg Bars in Trades | 33 | 26 | 39 | 33 | 26 | 39 |
Avg Bars in Winners | 46 | 30 | 64 | 46 | 30 | 64 |
Avg Bars in Losers | 21 | 22 | 19 | 21 | 22 | 19 |
Bars Traded | 9477 | 3824 | 5653 | 9477 | 3824 | 5653 |
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 | 428991 | 426418 | -205306 | -207294 | -170462 | -326267 |
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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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