Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 579932.8397 | 444850.4879 | 135082.3518 | 933395.8776 | 542162.4675 | 391233.4101 |
Total P&L (%) | 579.9328 | 444.8505 | 135.0824 | 933.3959 | 542.1625 | 391.2334 |
Avg Daily Profit (%) | 0.3584 | 0.2749 | 0.0835 | 0.1444 | 0.115 | 0.0984 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195483 | -181184 | -170921 | -995750 | -1087383 | -543539 |
Profit Factor | 1.4469 | 1.7123 | 1.2007 | 1.1479 | 1.161 | 1.1328 |
Total Trades | 308 | 154 | 154 | 308 | 154 | 154 |
Winning Trades | 158 | 72 | 86 | 158 | 72 | 86 |
Losing Trades | 150 | 82 | 68 | 150 | 82 | 68 |
Profitability (%) | 51.2987 | 46.7532 | 55.8442 | 51.2987 | 46.7532 | 55.8442 |
Ratio Avg Win / Avg Loss | 1.3736 | 1.9501 | 0.9494 | 1.0897 | 1.3223 | 0.8957 |
Largest Winning Trade | 80585 | 80585 | 48051 | 461023 | 461023 | 324709 |
Largest Losing Trade | -54768 | -28373 | -54768 | -377965 | -377965 | -265769 |
Avg Bars in Trades | 62 | 53 | 70 | 62 | 53 | 70 |
Avg Bars in Winners | 64 | 55 | 72 | 64 | 55 | 72 |
Avg Bars in Losers | 59 | 51 | 67 | 59 | 51 | 67 |
Bars Traded | 19098 | 8233 | 10864 | 19098 | 8233 | 10864 |
Profit Streak | 0 | 0 | 497.8805 | 0 | 0 | 497.8805 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437485 | 377834 | -82086 | -55899 | -83474 | -136071 |
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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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