Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159619.1773 | 97006.0885 | 62613.0888 | 128282.6886 | 100178.5945 | 28104.0941 |
Total P&L (%) | 159.6192 | 97.0061 | 62.6131 | 128.2827 | 100.1786 | 28.1041 |
Avg Daily Profit (%) | 0.2766 | 0.1681 | 0.1085 | 0.1431 | 0.1203 | 0.0429 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91281 | -59461 | -71489 | -342065 | -209943 | -231339 |
Profit Factor | 1.2327 | 1.2875 | 1.1797 | 1.0712 | 1.113 | 1.0307 |
Total Trades | 388 | 194 | 194 | 388 | 194 | 194 |
Winning Trades | 172 | 80 | 92 | 172 | 80 | 92 |
Losing Trades | 216 | 114 | 102 | 216 | 114 | 102 |
Profitability (%) | 44.3299 | 41.2371 | 47.4227 | 44.3299 | 41.2371 | 47.4227 |
Ratio Avg Win / Avg Loss | 1.5481 | 1.8347 | 1.3079 | 1.3452 | 1.586 | 1.1427 |
Largest Winning Trade | 52557 | 52557 | 35625 | 143459 | 143459 | 64103 |
Largest Losing Trade | -21643 | -18847 | -21643 | -68803 | -56844 | -68803 |
Avg Bars in Trades | 34 | 33 | 35 | 34 | 33 | 35 |
Avg Bars in Winners | 36 | 39 | 33 | 36 | 39 | 33 |
Avg Bars in Losers | 32 | 28 | 37 | 32 | 28 | 37 |
Bars Traded | 13321 | 6408 | 6913 | 13321 | 6408 | 6913 |
Profit Streak | 0 | 0 | 484.563 | 0 | 0 | 484.563 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305733 | 184645 | -71844 | -144753 | -130811 | -325959 |
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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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