Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 658067.4603 | 520566.6361 | 137500.8242 | 2012978.9261 | 1216666.9037 | 796312.0225 |
Total P&L (%) | 658.0675 | 520.5666 | 137.5008 | 2012.9789 | 1216.6669 | 796.312 |
Avg Daily Profit (%) | 0.2876 | 0.2275 | 0.0601 | 0.1334 | 0.1127 | 0.0959 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107743 | -133259 | -96178 | -212980 | -230539 | -189368 |
Profit Factor | 1.7756 | 2.4825 | 1.2765 | 2.2051 | 2.9611 | 1.7584 |
Total Trades | 255 | 128 | 127 | 255 | 128 | 127 |
Winning Trades | 104 | 50 | 54 | 104 | 50 | 54 |
Losing Trades | 151 | 78 | 73 | 151 | 78 | 73 |
Profitability (%) | 40.7843 | 39.0625 | 42.5197 | 40.7843 | 39.0625 | 42.5197 |
Ratio Avg Win / Avg Loss | 2.578 | 3.8727 | 1.7256 | 3.2017 | 4.6193 | 2.3771 |
Largest Winning Trade | 243109 | 243109 | 58363 | 527752 | 527752 | 369182 |
Largest Losing Trade | -39446 | -20745 | -39446 | -157713 | -40076 | -157713 |
Avg Bars in Trades | 24 | 12 | 37 | 24 | 12 | 37 |
Avg Bars in Winners | 41 | 19 | 61 | 41 | 19 | 61 |
Avg Bars in Losers | 13 | 8 | 19 | 13 | 8 | 19 |
Bars Traded | 6372 | 1634 | 4738 | 6372 | 1634 | 4738 |
Profit Streak | 0 | 0 | 125.8213 | 0 | 0 | 125.8213 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366531 | 317297 | -113804 | -12293 | -40647 | -63376 |
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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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