Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501621.4953 | 412680.9197 | 88940.5756 | 122989.039 | 75586.0294 | 47403.0096 |
Total P&L (%) | 501.6215 | 412.6809 | 88.9406 | 122.989 | 75.586 | 47.403 |
Avg Daily Profit (%) | 0.218 | 0.1793 | 0.0387 | 0.0349 | 0.0245 | 0.0169 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154281 | -161117 | -90554 | -929237 | -947105 | -478039 |
Profit Factor | 1.3238 | 1.5018 | 1.1224 | 1.0211 | 1.0232 | 1.0185 |
Total Trades | 412 | 206 | 206 | 412 | 206 | 206 |
Winning Trades | 213 | 103 | 110 | 213 | 103 | 110 |
Losing Trades | 199 | 103 | 96 | 199 | 103 | 96 |
Profitability (%) | 51.699 | 50 | 53.3981 | 51.699 | 50 | 53.3981 |
Ratio Avg Win / Avg Loss | 1.2368 | 1.5018 | 0.9795 | 0.954 | 1.0232 | 0.8889 |
Largest Winning Trade | 237274 | 237274 | 53497 | 369231 | 369231 | 205423 |
Largest Losing Trade | -43573 | -43573 | -29582 | -466729 | -466729 | -136738 |
Avg Bars in Trades | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Winners | 16 | 14 | 17 | 16 | 14 | 17 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 6759 | 3190 | 3569 | 6759 | 3190 | 3569 |
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 | 398602 | 384240 | -227633 | -342607 | -354370 | -372464 |
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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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