Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388713.7724 | 318414.7349 | 70299.0376 | 240785.5888 | 183117.076 | 57668.5129 |
Total P&L (%) | 388.7138 | 318.4147 | 70.299 | 240.7856 | 183.1171 | 57.6685 |
Avg Daily Profit (%) | 0.1769 | 0.1449 | 0.032 | 0.0558 | 0.0474 | 0.0207 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135491 | -80451 | -114030 | -331570 | -296548 | -285480 |
Profit Factor | 1.3038 | 1.5406 | 1.1018 | 1.0676 | 1.1106 | 1.0302 |
Total Trades | 377 | 189 | 188 | 377 | 189 | 188 |
Winning Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Losing Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Profitability (%) | 46.6844 | 46.5608 | 46.8085 | 46.6844 | 46.5608 | 46.8085 |
Ratio Avg Win / Avg Loss | 1.489 | 1.7682 | 1.2521 | 1.2192 | 1.2746 | 1.1707 |
Largest Winning Trade | 121936 | 121936 | 47421 | 217658 | 217658 | 82980 |
Largest Losing Trade | -38970 | -36915 | -38970 | -173803 | -121122 | -173803 |
Avg Bars in Trades | 22 | 20 | 25 | 22 | 20 | 25 |
Avg Bars in Winners | 27 | 24 | 30 | 27 | 24 | 30 |
Avg Bars in Losers | 18 | 16 | 20 | 18 | 16 | 20 |
Bars Traded | 8599 | 3877 | 4722 | 8599 | 3877 | 4722 |
Profit Streak | 0 | 0 | 16.8013 | 0 | 0 | 16.8013 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305660 | 89906 | -258616 | -263586 | -229140 | -353206 |
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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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