Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 541154.7685 | 441914.1998 | 99240.5686 | 27770.3785 | 83079.9301 | -55309.5515 |
Total P&L (%) | 541.1548 | 441.9142 | 99.2406 | 27.7704 | 83.0799 | -55.3096 |
Avg Daily Profit (%) | 0.2899 | 0.2367 | 0.0532 | 0.0131 | 0.0324 | -0.0431 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220871 | -136561 | -228604 | -177323 | -58550 | -189681 |
Profit Factor | 1.2479 | 1.434 | 1.0852 | 1.0352 | 1.2504 | 0.8791 |
Total Trades | 532 | 266 | 266 | 532 | 266 | 266 |
Winning Trades | 250 | 121 | 129 | 250 | 121 | 129 |
Losing Trades | 282 | 145 | 137 | 282 | 145 | 137 |
Profitability (%) | 46.9925 | 45.4887 | 48.4962 | 46.9925 | 45.4887 | 48.4962 |
Ratio Avg Win / Avg Loss | 1.4077 | 1.7185 | 1.1525 | 1.1677 | 1.4984 | 0.9336 |
Largest Winning Trade | 101606 | 101606 | 40036 | 30989 | 30989 | 26780 |
Largest Losing Trade | -83267 | -29822 | -83267 | -67470 | -25051 | -67470 |
Avg Bars in Trades | 13 | 13 | 14 | 13 | 13 | 14 |
Avg Bars in Winners | 15 | 14 | 15 | 15 | 14 | 15 |
Avg Bars in Losers | 12 | 13 | 12 | 12 | 13 | 12 |
Bars Traded | 7388 | 3621 | 3767 | 7388 | 3621 | 3767 |
Profit Streak | 0 | 0 | 25.6924 | 0 | 0 | 25.6924 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376549 | 335105 | -247163 | -358549 | -150464 | -579228 |
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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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