Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 528899.8625 | 420978.6787 | 107921.1838 | 1378147.8523 | 731934.2193 | 646213.6331 |
Total P&L (%) | 528.8999 | 420.9787 | 107.9212 | 1378.1479 | 731.9342 | 646.2136 |
Avg Daily Profit (%) | 0.2539 | 0.2021 | 0.0518 | 0.1294 | 0.1017 | 0.0965 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73938 | -48171 | -158984 | -1448974 | -624837 | -857523 |
Profit Factor | 1.5217 | 1.8826 | 1.2011 | 1.225 | 1.2513 | 1.2011 |
Total Trades | 271 | 136 | 135 | 271 | 136 | 135 |
Winning Trades | 145 | 75 | 70 | 145 | 75 | 70 |
Losing Trades | 126 | 61 | 65 | 126 | 61 | 65 |
Profitability (%) | 53.5055 | 55.1471 | 51.8519 | 53.5055 | 55.1471 | 51.8519 |
Ratio Avg Win / Avg Loss | 1.3223 | 1.5312 | 1.1153 | 1.0645 | 1.0177 | 1.1153 |
Largest Winning Trade | 76355 | 63895 | 76355 | 695930 | 472943 | 695930 |
Largest Losing Trade | -33256 | -31915 | -33256 | -476892 | -237536 | -476892 |
Avg Bars in Trades | 90 | 77 | 104 | 90 | 77 | 104 |
Avg Bars in Winners | 92 | 74 | 111 | 92 | 74 | 111 |
Avg Bars in Losers | 88 | 81 | 96 | 88 | 81 | 96 |
Bars Traded | 24607 | 10524 | 14083 | 24607 | 10524 | 14083 |
Profit Streak | 0 | 0 | 20.6758 | 0 | 0 | 20.6758 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425127 | 420694 | -123660 | -18404 | -56471 | -63621 |
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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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