Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410759.9105 | 272670.5066 | 138089.4038 | 263962.5367 | 63631.6826 | 200330.8541 |
Total P&L (%) | 410.7599 | 272.6705 | 138.0894 | 263.9625 | 63.6317 | 200.3309 |
Avg Daily Profit (%) | 0.2123 | 0.141 | 0.0714 | 0.0668 | 0.0255 | 0.0569 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188271 | -89199 | -132733 | -4019527 | -1955211 | -2816928 |
Profit Factor | 1.3059 | 1.41 | 1.2038 | 1.016 | 1.0072 | 1.0264 |
Total Trades | 357 | 178 | 179 | 357 | 178 | 179 |
Winning Trades | 218 | 105 | 113 | 218 | 105 | 113 |
Losing Trades | 139 | 73 | 66 | 139 | 73 | 66 |
Profitability (%) | 61.0644 | 58.9888 | 63.1285 | 61.0644 | 58.9888 | 63.1285 |
Ratio Avg Win / Avg Loss | 0.8327 | 0.9803 | 0.7031 | 0.6478 | 0.7002 | 0.5995 |
Largest Winning Trade | 59417 | 59417 | 39900 | 1337968 | 1337968 | 707740 |
Largest Losing Trade | -44688 | -38000 | -44688 | -1013316 | -875581 | -1013316 |
Avg Bars in Trades | 10 | 9 | 11 | 10 | 9 | 11 |
Avg Bars in Winners | 8 | 7 | 9 | 8 | 7 | 9 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 3705 | 1729 | 1976 | 3705 | 1729 | 1976 |
Profit Streak | 0 | 16.3913 | 0 | 0 | 16.3913 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351304 | -3387 | -97439 | -304727 | -371212 | -307771 |
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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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