Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 416557.5356 | 253280.6151 | 163276.9205 | 1938864.4529 | 1661266.0955 | 277598.3574 |
Total P&L (%) | 416.5575 | 253.2806 | 163.2769 | 1938.8645 | 1661.2661 | 277.5984 |
Avg Daily Profit (%) | 0.3999 | 0.2431 | 0.1567 | 0.2899 | 0.2758 | 0.1276 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69834 | -44682 | -72670 | -1336536 | -465201 | -1437878 |
Profit Factor | 1.7431 | 1.996 | 1.5331 | 1.392 | 1.8096 | 1.0959 |
Total Trades | 305 | 153 | 152 | 305 | 153 | 152 |
Winning Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Losing Trades | 198 | 100 | 98 | 198 | 100 | 98 |
Profitability (%) | 35.082 | 34.6405 | 35.5263 | 35.082 | 34.6405 | 35.5263 |
Ratio Avg Win / Avg Loss | 3.2256 | 3.7661 | 2.7823 | 2.5759 | 3.4144 | 1.9889 |
Largest Winning Trade | 63493 | 63493 | 35221 | 914261 | 914261 | 769425 |
Largest Losing Trade | -15719 | -10586 | -15719 | -259509 | -232163 | -259509 |
Avg Bars in Trades | 81 | 74 | 87 | 81 | 74 | 87 |
Avg Bars in Winners | 171 | 149 | 191 | 171 | 149 | 191 |
Avg Bars in Losers | 32 | 34 | 29 | 32 | 34 | 29 |
Bars Traded | 24730 | 11428 | 13301 | 24730 | 11428 | 13301 |
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 | 303396 | 217998 | 161399 | 228845 | 230085 | -141908 |
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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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