Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 489089.7774 | 310195.5535 | 178894.2238 | 1309249.5774 | 1321300.9204 | -12051.3431 |
Total P&L (%) | 489.0898 | 310.1956 | 178.8942 | 1309.2496 | 1321.3009 | -12.0513 |
Avg Daily Profit (%) | 0.2891 | 0.1833 | 0.1057 | 0.1565 | 0.157 | -0.0076 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138741 | -120821 | -95889 | -874960 | -327171 | -573088 |
Profit Factor | 1.398 | 1.5185 | 1.2836 | 1.4393 | 2.0098 | 0.9928 |
Total Trades | 396 | 198 | 198 | 396 | 198 | 198 |
Winning Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Losing Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Profitability (%) | 42.9293 | 42.9293 | 42.9293 | 42.9293 | 42.9293 | 42.9293 |
Ratio Avg Win / Avg Loss | 1.8585 | 2.0187 | 1.7065 | 1.9134 | 2.6719 | 1.3198 |
Largest Winning Trade | 70948 | 70948 | 42323 | 497126 | 497126 | 226583 |
Largest Losing Trade | -26033 | -18281 | -26033 | -236295 | -126082 | -236295 |
Avg Bars in Trades | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Winners | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 5040 | 2415 | 2625 | 5040 | 2415 | 2625 |
Profit Streak | 0 | 33.9001 | 0 | 0 | 33.9001 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351867 | 340710 | -52730 | 335169 | 394005 | -581102 |
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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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