Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 653162.0381 | 462800.3806 | 190361.6575 | 992104.7462 | 65193.9491 | 926910.7971 |
Total P&L (%) | 653.162 | 462.8004 | 190.3617 | 992.1047 | 65.1939 | 926.9108 |
Avg Daily Profit (%) | 0.3435 | 0.2434 | 0.1001 | 0.1258 | 0.0264 | 0.1226 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129969 | -117984 | -122008 | -1029295 | -1023586 | -610375 |
Profit Factor | 1.4271 | 1.6751 | 1.2256 | 1.1243 | 1.0174 | 1.219 |
Total Trades | 465 | 233 | 232 | 465 | 233 | 232 |
Winning Trades | 237 | 106 | 131 | 237 | 106 | 131 |
Losing Trades | 228 | 127 | 101 | 228 | 127 | 101 |
Profitability (%) | 50.9677 | 45.4936 | 56.4655 | 50.9677 | 45.4936 | 56.4655 |
Ratio Avg Win / Avg Loss | 1.3729 | 2.007 | 0.9449 | 1.0816 | 1.219 | 0.9399 |
Largest Winning Trade | 247549 | 247549 | 38386 | 468741 | 468741 | 314251 |
Largest Losing Trade | -40818 | -20895 | -40818 | -211284 | -206058 | -211284 |
Avg Bars in Trades | 24 | 20 | 28 | 24 | 20 | 28 |
Avg Bars in Winners | 30 | 26 | 33 | 30 | 26 | 33 |
Avg Bars in Losers | 17 | 14 | 21 | 17 | 14 | 21 |
Bars Traded | 11266 | 4721 | 6545 | 11266 | 4721 | 6545 |
Profit Streak | 0 | 0 | 511.0865 | 0 | 0 | 511.0865 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466506 | 372757 | -58991 | -105572 | -360129 | -28673 |
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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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