Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527884.5098 | 389323.7472 | 138560.7627 | 72519.4378 | 162105.5309 | -89586.0932 |
Total P&L (%) | 527.8845 | 389.3237 | 138.5608 | 72.5194 | 162.1055 | -89.5861 |
Avg Daily Profit (%) | 0.2775 | 0.2046 | 0.0728 | 0.0287 | 0.0507 | -0.1188 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157982 | -111753 | -184014 | -1605018 | -553907 | -1101330 |
Profit Factor | 1.3055 | 1.4664 | 1.1551 | 1.011 | 1.0515 | 0.9738 |
Total Trades | 380 | 190 | 190 | 380 | 190 | 190 |
Winning Trades | 208 | 99 | 109 | 208 | 99 | 109 |
Losing Trades | 172 | 91 | 81 | 172 | 91 | 81 |
Profitability (%) | 54.7368 | 52.1053 | 57.3684 | 54.7368 | 52.1053 | 57.3684 |
Ratio Avg Win / Avg Loss | 1.0795 | 1.3479 | 0.8584 | 0.836 | 0.9665 | 0.7237 |
Largest Winning Trade | 93170 | 93170 | 38897 | 300380 | 276086 | 300380 |
Largest Losing Trade | -78859 | -47610 | -78859 | -836140 | -201454 | -836140 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 9 | 9 | 10 | 9 | 9 | 10 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 3780 | 1885 | 1894 | 3780 | 1885 | 1894 |
Profit Streak | 0 | 0 | 492.321 | 0 | 0 | 492.321 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421034 | 351057 | -145044 | -361759 | -289850 | -578521 |
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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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