Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 495247.6235 | 198932.4488 | 296315.1747 | 1387840.6273 | 797765.7876 | 590074.8397 |
Total P&L (%) | 495.2476 | 198.9324 | 296.3152 | 1387.8406 | 797.7658 | 590.0748 |
Avg Daily Profit (%) | 0.3099 | 0.1245 | 0.1854 | 0.1691 | 0.1374 | 0.121 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91262 | -59323 | -112744 | -2785554 | -1551061 | -2969705 |
Profit Factor | 1.4414 | 1.3337 | 1.5636 | 1.061 | 1.0712 | 1.0512 |
Total Trades | 325 | 163 | 162 | 325 | 163 | 162 |
Winning Trades | 142 | 69 | 73 | 142 | 69 | 73 |
Losing Trades | 183 | 94 | 89 | 183 | 94 | 89 |
Profitability (%) | 43.6923 | 42.3313 | 45.0617 | 43.6923 | 42.3313 | 45.0617 |
Ratio Avg Win / Avg Loss | 1.8576 | 1.8169 | 1.9063 | 1.3674 | 1.4593 | 1.2816 |
Largest Winning Trade | 78271 | 78271 | 44378 | 712955 | 712955 | 530083 |
Largest Losing Trade | -45428 | -23692 | -45428 | -1292513 | -381213 | -1292513 |
Avg Bars in Trades | 9 | 8 | 10 | 9 | 8 | 10 |
Avg Bars in Winners | 12 | 10 | 14 | 12 | 10 | 14 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 3162 | 1389 | 1773 | 3162 | 1389 | 1773 |
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 | 365183 | -27827 | 322307 | -146083 | -153752 | -196710 |
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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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