Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172084.3417 | 52453.9449 | 119630.3968 | 252819.2156 | 107779.754 | 145039.4616 |
Total P&L (%) | 172.0843 | 52.4539 | 119.6304 | 252.8192 | 107.7798 | 145.0395 |
Avg Daily Profit (%) | 0.6608 | 0.2014 | 0.4594 | 0.4853 | 0.2812 | 0.3447 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69490 | -52802 | -33857 | -340028 | -261230 | -177302 |
Profit Factor | 1.2676 | 1.1539 | 1.3959 | 1.0945 | 1.0774 | 1.1129 |
Total Trades | 571 | 285 | 286 | 571 | 285 | 286 |
Winning Trades | 214 | 100 | 114 | 214 | 100 | 114 |
Losing Trades | 357 | 185 | 172 | 357 | 185 | 172 |
Profitability (%) | 37.4781 | 35.0877 | 39.8601 | 37.4781 | 35.0877 | 39.8601 |
Ratio Avg Win / Avg Loss | 2.1147 | 2.1348 | 2.1061 | 1.8258 | 1.9933 | 1.6791 |
Largest Winning Trade | 36076 | 36076 | 29394 | 158110 | 158110 | 55565 |
Largest Losing Trade | -8954 | -5377 | -8954 | -29984 | -29984 | -29465 |
Avg Bars in Trades | 43 | 41 | 44 | 43 | 41 | 44 |
Avg Bars in Winners | 72 | 72 | 72 | 72 | 72 | 72 |
Avg Bars in Losers | 25 | 25 | 26 | 25 | 25 | 26 |
Bars Traded | 24723 | 11891 | 12832 | 24723 | 11891 | 12832 |
Profit Streak | 0 | 2.953 | 0 | 0 | 2.953 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333900 | -51093 | 259937 | -108726 | -133375 | -90744 |
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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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