Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 531306.4878 | 378565.3621 | 152741.1257 | 1001735.6216 | 508606.1556 | 493129.466 |
Total P&L (%) | 531.3065 | 378.5654 | 152.7411 | 1001.7356 | 508.6062 | 493.1295 |
Avg Daily Profit (%) | 0.2235 | 0.1592 | 0.0642 | 0.101 | 0.076 | 0.0749 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118557 | -112537 | -62698 | -910107 | -745942 | -367768 |
Profit Factor | 1.4788 | 1.6867 | 1.2735 | 1.1861 | 1.1813 | 1.1913 |
Total Trades | 289 | 145 | 144 | 289 | 145 | 144 |
Winning Trades | 119 | 58 | 61 | 119 | 58 | 61 |
Losing Trades | 170 | 87 | 83 | 170 | 87 | 83 |
Profitability (%) | 41.1765 | 40 | 42.3611 | 41.1765 | 40 | 42.3611 |
Ratio Avg Win / Avg Loss | 2.1125 | 2.5301 | 1.7328 | 1.6944 | 1.7719 | 1.621 |
Largest Winning Trade | 158680 | 158680 | 44375 | 881128 | 881128 | 426498 |
Largest Losing Trade | -28313 | -26199 | -28313 | -267919 | -267919 | -205268 |
Avg Bars in Trades | 48 | 52 | 44 | 48 | 52 | 44 |
Avg Bars in Winners | 70 | 76 | 64 | 70 | 76 | 64 |
Avg Bars in Losers | 33 | 37 | 30 | 33 | 37 | 30 |
Bars Traded | 14069 | 7655 | 6415 | 14069 | 7655 | 6415 |
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 | 309807 | 230729 | -109263 | -74408 | -115163 | -105027 |
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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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