Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428949.5135 | 310679.0508 | 118270.4627 | 252375.9905 | 74298.0454 | 178077.9451 |
Total P&L (%) | 428.9495 | 310.6791 | 118.2705 | 252.376 | 74.298 | 178.0779 |
Avg Daily Profit (%) | 0.2439 | 0.1767 | 0.0673 | 0.0717 | 0.0316 | 0.0582 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112126 | -82259 | -104988 | -632017 | -444614 | -520163 |
Profit Factor | 1.3716 | 1.5935 | 1.1874 | 1.051 | 1.0329 | 1.0661 |
Total Trades | 377 | 189 | 188 | 377 | 189 | 188 |
Winning Trades | 159 | 65 | 94 | 159 | 65 | 94 |
Losing Trades | 218 | 124 | 94 | 218 | 124 | 94 |
Profitability (%) | 42.1751 | 34.3915 | 50 | 42.1751 | 34.3915 | 50 |
Ratio Avg Win / Avg Loss | 1.8805 | 3.0399 | 1.1874 | 1.4409 | 1.9705 | 1.0661 |
Largest Winning Trade | 177287 | 177287 | 52516 | 316174 | 316174 | 182714 |
Largest Losing Trade | -24758 | -17011 | -24758 | -124149 | -87749 | -124149 |
Avg Bars in Trades | 55 | 45 | 64 | 55 | 45 | 64 |
Avg Bars in Winners | 87 | 78 | 94 | 87 | 78 | 94 |
Avg Bars in Losers | 31 | 28 | 35 | 31 | 28 | 35 |
Bars Traded | 20809 | 8619 | 12190 | 20809 | 8619 | 12190 |
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 | 308043 | 171885 | -117047 | -262808 | -339521 | -262641 |
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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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