Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 907667.9762 | 852518.5932 | 55149.383 | 276969.1333 | 8965.0433 | 268004.09 |
Total P&L (%) | 907.668 | 852.5186 | 55.1494 | 276.9691 | 8.965 | 268.0041 |
Avg Daily Profit (%) | 0.3926 | 0.3687 | 0.0239 | 0.0574 | 0.0037 | 0.0564 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173384 | -102166 | -286052 | -485726 | -454168 | -272015 |
Profit Factor | 1.518 | 1.994 | 1.0616 | 1.1121 | 1.0064 | 1.2513 |
Total Trades | 385 | 193 | 192 | 385 | 193 | 192 |
Winning Trades | 132 | 58 | 74 | 132 | 58 | 74 |
Losing Trades | 253 | 135 | 118 | 253 | 135 | 118 |
Profitability (%) | 34.2857 | 30.0518 | 38.5417 | 34.2857 | 30.0518 | 38.5417 |
Ratio Avg Win / Avg Loss | 2.9095 | 4.6413 | 1.6929 | 2.1316 | 2.3425 | 1.9952 |
Largest Winning Trade | 488754 | 488754 | 56300 | 361002 | 361002 | 96774 |
Largest Losing Trade | -30887 | -23542 | -30887 | -89033 | -89033 | -72196 |
Avg Bars in Trades | 17 | 17 | 16 | 17 | 17 | 16 |
Avg Bars in Winners | 31 | 36 | 28 | 31 | 36 | 28 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 6709 | 3467 | 3243 | 6709 | 3467 | 3243 |
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 | 302050 | 224775 | -317325 | -216145 | -573045 | -120476 |
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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) |
---|