Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538364.8623 | 416685.0373 | 121679.8249 | 609108.9207 | 702195.647 | -93086.7263 |
Total P&L (%) | 538.3649 | 416.685 | 121.6798 | 609.1089 | 702.1956 | -93.0867 |
Avg Daily Profit (%) | 0.2885 | 0.2233 | 0.0652 | 0.105 | 0.1116 | -0.1431 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152287 | -135597 | -124496 | -3024842 | -2092770 | -1286700 |
Profit Factor | 1.3391 | 1.5425 | 1.1485 | 1.0352 | 1.0817 | 0.9893 |
Total Trades | 440 | 220 | 220 | 440 | 220 | 220 |
Winning Trades | 176 | 87 | 89 | 176 | 87 | 89 |
Losing Trades | 264 | 133 | 131 | 264 | 133 | 131 |
Profitability (%) | 40 | 39.5455 | 40.4545 | 40 | 39.5455 | 40.4545 |
Ratio Avg Win / Avg Loss | 2.0086 | 2.3581 | 1.6904 | 1.5528 | 1.6536 | 1.4562 |
Largest Winning Trade | 149435 | 149435 | 39095 | 1033605 | 1033605 | 665139 |
Largest Losing Trade | -30614 | -30614 | -29960 | -493291 | -329579 | -493291 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 18 | 16 | 20 | 18 | 16 | 20 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 5588 | 2636 | 2952 | 5588 | 2636 | 2952 |
Profit Streak | 0 | 0 | 6.2225 | 0 | 0 | 6.2225 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320996 | 262984 | -164124 | -234371 | -176305 | -581255 |
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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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