Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 572965.2393 | 483017.6219 | 89947.6174 | 521110.6889 | 620899.0058 | -99788.3169 |
Total P&L (%) | 572.9652 | 483.0176 | 89.9476 | 521.1107 | 620.899 | -99.7883 |
Avg Daily Profit (%) | 0.2751 | 0.2319 | 0.0432 | 0.0877 | 0.0949 | -0.2953 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168916 | -175111 | -105336 | -496264 | -460778 | -304628 |
Profit Factor | 1.535 | 1.8787 | 1.1725 | 1.1597 | 1.3848 | 0.9395 |
Total Trades | 259 | 130 | 129 | 259 | 130 | 129 |
Winning Trades | 114 | 51 | 63 | 114 | 51 | 63 |
Losing Trades | 145 | 79 | 66 | 145 | 79 | 66 |
Profitability (%) | 44.0154 | 39.2308 | 48.8372 | 44.0154 | 39.2308 | 48.8372 |
Ratio Avg Win / Avg Loss | 1.9524 | 2.9102 | 1.2284 | 1.475 | 2.145 | 0.9843 |
Largest Winning Trade | 256647 | 256647 | 52904 | 657141 | 657141 | 205856 |
Largest Losing Trade | -38668 | -38668 | -30277 | -279927 | -163231 | -279927 |
Avg Bars in Trades | 95 | 85 | 105 | 95 | 85 | 105 |
Avg Bars in Winners | 115 | 104 | 124 | 115 | 104 | 124 |
Avg Bars in Losers | 79 | 73 | 86 | 79 | 73 | 86 |
Bars Traded | 24701 | 11155 | 13546 | 24701 | 11155 | 13546 |
Profit Streak | 0 | 0 | 49.5183 | 0 | 0 | 49.5183 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372186 | 254267 | -165629 | -121282 | -68541 | -580451 |
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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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