Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461804.4673 | 286086.03 | 175718.4373 | 2194638.0638 | 1737686.9927 | 456951.0711 |
Total P&L (%) | 461.8045 | 286.086 | 175.7184 | 2194.6381 | 1737.687 | 456.9511 |
Avg Daily Profit (%) | 0.4434 | 0.2747 | 0.1687 | 0.3013 | 0.2799 | 0.165 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99252 | -85449 | -59047 | -895627 | -357818 | -598287 |
Profit Factor | 1.6014 | 1.7699 | 1.4433 | 1.4391 | 1.7751 | 1.1658 |
Total Trades | 381 | 191 | 190 | 381 | 191 | 190 |
Winning Trades | 179 | 80 | 99 | 179 | 80 | 99 |
Losing Trades | 202 | 111 | 91 | 202 | 111 | 91 |
Profitability (%) | 46.9816 | 41.8848 | 52.1053 | 46.9816 | 41.8848 | 52.1053 |
Ratio Avg Win / Avg Loss | 1.8071 | 2.4558 | 1.3267 | 1.624 | 2.463 | 1.0716 |
Largest Winning Trade | 73377 | 73377 | 30415 | 730487 | 730487 | 498097 |
Largest Losing Trade | -34362 | -14438 | -34362 | -463804 | -278982 | -463804 |
Avg Bars in Trades | 65 | 59 | 70 | 65 | 59 | 70 |
Avg Bars in Winners | 78 | 71 | 84 | 78 | 71 | 84 |
Avg Bars in Losers | 53 | 51 | 56 | 53 | 51 | 56 |
Bars Traded | 24811 | 11371 | 13440 | 24811 | 11371 | 13440 |
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 | 487795 | 320544 | 324920 | 423569 | 337509 | -30158 |
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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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