Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497546.3744 | 350907.3513 | 146639.0231 | 649255.2155 | 206855.5482 | 442399.6673 |
Total P&L (%) | 497.5464 | 350.9074 | 146.639 | 649.2552 | 206.8555 | 442.3997 |
Avg Daily Profit (%) | 0.267 | 0.1883 | 0.0787 | 0.1081 | 0.0602 | 0.0908 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122121 | -125317 | -96506 | -543367 | -474696 | -335490 |
Profit Factor | 1.4257 | 1.5891 | 1.2559 | 1.1395 | 1.0837 | 1.2026 |
Total Trades | 353 | 177 | 176 | 353 | 177 | 176 |
Winning Trades | 180 | 85 | 95 | 180 | 85 | 95 |
Losing Trades | 173 | 92 | 81 | 173 | 92 | 81 |
Profitability (%) | 50.9915 | 48.0226 | 53.9773 | 50.9915 | 48.0226 | 53.9773 |
Ratio Avg Win / Avg Loss | 1.3703 | 1.7199 | 1.0708 | 1.0952 | 1.173 | 1.0254 |
Largest Winning Trade | 103993 | 103993 | 42363 | 139304 | 139304 | 120599 |
Largest Losing Trade | -80257 | -36832 | -80257 | -320356 | -150777 | -320356 |
Avg Bars in Trades | 10 | 10 | 9 | 10 | 10 | 9 |
Avg Bars in Winners | 10 | 10 | 9 | 10 | 10 | 9 |
Avg Bars in Losers | 9 | 10 | 9 | 9 | 10 | 9 |
Bars Traded | 3531 | 1827 | 1704 | 3531 | 1827 | 1704 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406715 | 373065 | -86912 | -113062 | -241124 | -71124 |
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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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