Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524515.3858 | 414085.1888 | 110430.197 | 663337.7026 | 478237.3197 | 185100.3829 |
Total P&L (%) | 524.5154 | 414.0852 | 110.4302 | 663.3377 | 478.2373 | 185.1004 |
Avg Daily Profit (%) | 0.2518 | 0.1988 | 0.053 | 0.0976 | 0.0843 | 0.0503 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89834 | -116311 | -117932 | -343740 | -352479 | -295413 |
Profit Factor | 1.7447 | 2.136 | 1.325 | 1.2791 | 1.3615 | 1.1756 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Losing Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Profitability (%) | 44.5313 | 46.875 | 42.1875 | 44.5313 | 46.875 | 42.1875 |
Ratio Avg Win / Avg Loss | 2.1732 | 2.4208 | 1.8157 | 1.5932 | 1.543 | 1.611 |
Largest Winning Trade | 192018 | 192018 | 62442 | 433880 | 433880 | 276072 |
Largest Losing Trade | -25369 | -25369 | -23121 | -165229 | -165229 | -123962 |
Avg Bars in Trades | 190 | 178 | 201 | 190 | 178 | 201 |
Avg Bars in Winners | 273 | 234 | 318 | 273 | 234 | 318 |
Avg Bars in Losers | 122 | 128 | 117 | 122 | 128 | 117 |
Bars Traded | 24332 | 11406 | 12926 | 24332 | 11406 | 12926 |
Profit Streak | 0 | 0 | 54.7839 | 0 | 0 | 54.7839 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360016 | -128722 | -262714 | -62959 | -219271 | -293914 |
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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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