Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 562549.2408 | 463817.1704 | 98732.0704 | 343930.1945 | 225165.2678 | 118764.9266 |
Total P&L (%) | 562.5492 | 463.8172 | 98.7321 | 343.9302 | 225.1653 | 118.7649 |
Avg Daily Profit (%) | 0.3477 | 0.2867 | 0.061 | 0.0922 | 0.0729 | 0.0484 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156183 | -160844 | -117908 | -1764313 | -1601169 | -1382836 |
Profit Factor | 1.452 | 1.7168 | 1.1652 | 1.0345 | 1.0434 | 1.0249 |
Total Trades | 275 | 138 | 137 | 275 | 138 | 137 |
Winning Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Losing Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Profitability (%) | 39.2727 | 39.1304 | 39.4161 | 39.2727 | 39.1304 | 39.4161 |
Ratio Avg Win / Avg Loss | 2.2452 | 2.6707 | 1.791 | 1.5997 | 1.623 | 1.5753 |
Largest Winning Trade | 246989 | 246989 | 48247 | 640789 | 640789 | 428152 |
Largest Losing Trade | -38340 | -24192 | -38340 | -326389 | -326389 | -314161 |
Avg Bars in Trades | 69 | 73 | 65 | 69 | 73 | 65 |
Avg Bars in Winners | 103 | 111 | 96 | 103 | 111 | 96 |
Avg Bars in Losers | 47 | 49 | 46 | 47 | 49 | 46 |
Bars Traded | 19178 | 10167 | 9012 | 19178 | 10167 | 9012 |
Profit Streak | 0 | 0 | 500.2577 | 0 | 0 | 500.2577 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312862 | 259203 | -152834 | -254085 | -271706 | -324028 |
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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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