Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302586.0705 | 208086.8402 | 94499.2303 | 437649.5291 | 430103.992 | 7545.5371 |
Total P&L (%) | 302.5861 | 208.0868 | 94.4992 | 437.6495 | 430.104 | 7.5455 |
Avg Daily Profit (%) | 0.2905 | 0.1998 | 0.0907 | 0.1616 | 0.1603 | 0.007 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95325 | -76567 | -57642 | -524651 | -161655 | -484536 |
Profit Factor | 1.3792 | 1.5606 | 1.2215 | 1.1848 | 1.3964 | 1.0059 |
Total Trades | 414 | 207 | 207 | 414 | 207 | 207 |
Winning Trades | 175 | 82 | 93 | 175 | 82 | 93 |
Losing Trades | 239 | 125 | 114 | 239 | 125 | 114 |
Profitability (%) | 42.2705 | 39.6135 | 44.9275 | 42.2705 | 39.6135 | 44.9275 |
Ratio Avg Win / Avg Loss | 1.8836 | 2.379 | 1.4973 | 1.618 | 2.1286 | 1.233 |
Largest Winning Trade | 57807 | 57807 | 46400 | 288512 | 288512 | 254234 |
Largest Losing Trade | -30919 | -17338 | -30919 | -121546 | -82620 | -121546 |
Avg Bars in Trades | 59 | 50 | 68 | 59 | 50 | 68 |
Avg Bars in Winners | 81 | 61 | 99 | 81 | 61 | 99 |
Avg Bars in Losers | 43 | 43 | 42 | 43 | 43 | 42 |
Bars Traded | 24683 | 10504 | 14179 | 24683 | 10504 | 14179 |
Profit Streak | 8.7182 | 9.2599 | 0 | 8.7182 | 9.2599 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356457 | 272242 | -73682 | -9062 | 223953 | -564778 |
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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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