Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 806324.4319 | 631804.2671 | 174520.1648 | 645448.4263 | 17567.761 | 627880.6653 |
Total P&L (%) | 806.3244 | 631.8043 | 174.5202 | 645.4484 | 17.5678 | 627.8807 |
Avg Daily Profit (%) | 0.5476 | 0.4291 | 0.1185 | 0.1365 | 0.011 | 0.1349 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110132 | -158063 | -64505 | -801871 | -858736 | -417236 |
Profit Factor | 1.6756 | 1.9683 | 1.3226 | 1.1047 | 1.0051 | 1.2321 |
Total Trades | 316 | 158 | 158 | 316 | 158 | 158 |
Winning Trades | 102 | 40 | 62 | 102 | 40 | 62 |
Losing Trades | 214 | 118 | 96 | 214 | 118 | 96 |
Profitability (%) | 32.2785 | 25.3165 | 39.2405 | 32.2785 | 25.3165 | 39.2405 |
Ratio Avg Win / Avg Loss | 3.5156 | 5.8064 | 2.048 | 2.3178 | 2.965 | 1.9078 |
Largest Winning Trade | 523434 | 523434 | 34513 | 546296 | 546296 | 254953 |
Largest Losing Trade | -26846 | -20974 | -26846 | -227066 | -227066 | -170369 |
Avg Bars in Trades | 18 | 16 | 20 | 18 | 16 | 20 |
Avg Bars in Winners | 35 | 36 | 34 | 35 | 36 | 34 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 5848 | 2618 | 3230 | 5848 | 2618 | 3230 |
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 | 331971 | -14135 | -37080 | -119532 | -428357 | -15386 |
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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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