Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 465861.3594 | 342967.868 | 122893.4915 | 660360.8563 | 705936.9688 | -45576.1125 |
Total P&L (%) | 465.8614 | 342.9679 | 122.8935 | 660.3609 | 705.937 | -45.5761 |
Avg Daily Profit (%) | 0.3816 | 0.2809 | 0.1007 | 0.1663 | 0.1711 | -0.0498 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154439 | -82577 | -140342 | -890875 | -372915 | -864107 |
Profit Factor | 1.35 | 1.52 | 1.183 | 1.1161 | 1.2637 | 0.9849 |
Total Trades | 428 | 214 | 214 | 428 | 214 | 214 |
Winning Trades | 200 | 98 | 102 | 200 | 98 | 102 |
Losing Trades | 228 | 116 | 112 | 228 | 116 | 112 |
Profitability (%) | 46.729 | 45.7944 | 47.6636 | 46.729 | 45.7944 | 47.6636 |
Ratio Avg Win / Avg Loss | 1.5389 | 1.7992 | 1.299 | 1.2724 | 1.4958 | 1.0814 |
Largest Winning Trade | 102935 | 102935 | 37077 | 300599 | 300599 | 145111 |
Largest Losing Trade | -39836 | -39836 | -26905 | -169681 | -117071 | -169681 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 9 | 10 | 9 | 9 | 10 | 9 |
Bars Traded | 4864 | 2497 | 2367 | 4864 | 2497 | 2367 |
Profit Streak | 0 | 0 | 20.7325 | 0 | 0 | 20.7325 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428989 | 362124 | -76837 | -83800 | 246942 | -578120 |
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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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