Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383275.2884 | 317965.1592 | 65310.1292 | 299686.2003 | 292197.7683 | 7488.432 |
Total P&L (%) | 383.2753 | 317.9652 | 65.3101 | 299.6862 | 292.1978 | 7.4884 |
Avg Daily Profit (%) | 0.368 | 0.3053 | 0.0627 | 0.1331 | 0.1313 | 0.0069 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107096 | -83408 | -70797 | -588556 | -397874 | -513993 |
Profit Factor | 1.4422 | 1.6621 | 1.1689 | 1.075 | 1.133 | 1.0042 |
Total Trades | 364 | 182 | 182 | 364 | 182 | 182 |
Winning Trades | 173 | 80 | 93 | 173 | 80 | 93 |
Losing Trades | 191 | 102 | 89 | 191 | 102 | 89 |
Profitability (%) | 47.5275 | 43.956 | 51.0989 | 47.5275 | 43.956 | 51.0989 |
Ratio Avg Win / Avg Loss | 1.5922 | 2.1192 | 1.1187 | 1.1869 | 1.4446 | 0.961 |
Largest Winning Trade | 251023 | 251023 | 21093 | 616196 | 616196 | 102531 |
Largest Losing Trade | -26670 | -26670 | -15530 | -177380 | -177380 | -153477 |
Avg Bars in Trades | 67 | 62 | 73 | 67 | 62 | 73 |
Avg Bars in Winners | 80 | 84 | 77 | 80 | 84 | 77 |
Avg Bars in Losers | 55 | 44 | 68 | 55 | 44 | 68 |
Bars Traded | 24604 | 11312 | 13292 | 24604 | 11312 | 13292 |
Profit Streak | 0 | 0 | 6.5286 | 0 | 0 | 6.5286 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434227 | 349776 | -142976 | -152402 | -93936 | -565722 |
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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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