Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 454361.1051 | 358649.132 | 95711.9731 | 471219.1864 | 218785.6467 | 252433.5397 |
Total P&L (%) | 454.3611 | 358.6491 | 95.712 | 471.2192 | 218.7856 | 252.4335 |
Avg Daily Profit (%) | 0.4362 | 0.3443 | 0.0919 | 0.1674 | 0.1114 | 0.121 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58105 | -76530 | -69274 | -322628 | -350381 | -174023 |
Profit Factor | 1.5681 | 1.8669 | 1.2479 | 1.1944 | 1.1713 | 1.2201 |
Total Trades | 407 | 204 | 203 | 407 | 204 | 203 |
Winning Trades | 190 | 94 | 96 | 190 | 94 | 96 |
Losing Trades | 217 | 110 | 107 | 217 | 110 | 107 |
Profitability (%) | 46.683 | 46.0784 | 47.2906 | 46.683 | 46.0784 | 47.2906 |
Ratio Avg Win / Avg Loss | 1.7909 | 2.1846 | 1.3909 | 1.3641 | 1.3706 | 1.3599 |
Largest Winning Trade | 304102 | 304102 | 32157 | 287827 | 287827 | 116857 |
Largest Losing Trade | -20534 | -14430 | -20534 | -62377 | -59670 | -62377 |
Avg Bars in Trades | 60 | 56 | 63 | 60 | 56 | 63 |
Avg Bars in Winners | 86 | 72 | 100 | 86 | 72 | 100 |
Avg Bars in Losers | 37 | 43 | 30 | 37 | 43 | 30 |
Bars Traded | 24597 | 11613 | 12984 | 24597 | 11613 | 12984 |
Profit Streak | 0 | 0 | 9.025 | 0 | 0 | 9.025 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479184 | 409866 | -70401 | 52441 | -77465 | -31743 |
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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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