Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 659455.4283 | 514517.0298 | 144938.3985 | 532112.5965 | 83722.5377 | 448390.0588 |
Total P&L (%) | 659.4554 | 514.517 | 144.9384 | 532.1126 | 83.7225 | 448.3901 |
Avg Daily Profit (%) | 0.3468 | 0.2706 | 0.0762 | 0.097 | 0.032 | 0.0895 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120793 | -86828 | -131824 | -864221 | -937699 | -475457 |
Profit Factor | 1.6212 | 1.9936 | 1.2666 | 1.081 | 1.0246 | 1.1414 |
Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
Winning Trades | 114 | 58 | 56 | 114 | 58 | 56 |
Losing Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Profitability (%) | 46.1538 | 46.7742 | 45.5285 | 46.1538 | 46.7742 | 45.5285 |
Ratio Avg Win / Avg Loss | 1.8914 | 2.2685 | 1.5154 | 1.2612 | 1.166 | 1.3657 |
Largest Winning Trade | 228387 | 228387 | 55665 | 557391 | 557391 | 385432 |
Largest Losing Trade | -36067 | -36067 | -30637 | -356608 | -356608 | -166293 |
Avg Bars in Trades | 44 | 46 | 43 | 44 | 46 | 43 |
Avg Bars in Winners | 63 | 71 | 53 | 63 | 71 | 53 |
Avg Bars in Losers | 29 | 23 | 35 | 29 | 23 | 35 |
Bars Traded | 11088 | 5720 | 5368 | 11088 | 5720 | 5368 |
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 | 437713 | 394186 | -92142 | -194650 | -345057 | -140318 |
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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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