Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 643819.4197 | 569207.0634 | 74612.3563 | 161600.0649 | 135960.6238 | 25639.4411 |
Total P&L (%) | 643.8194 | 569.2071 | 74.6124 | 161.6001 | 135.9606 | 25.6394 |
Avg Daily Profit (%) | 0.309 | 0.2732 | 0.0358 | 0.0462 | 0.0412 | 0.011 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120867 | -81225 | -143511 | -693961 | -724711 | -580821 |
Profit Factor | 1.6339 | 2.1225 | 1.1467 | 1.042 | 1.0697 | 1.0135 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Losing Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Profitability (%) | 40.3409 | 40.3409 | 40.3409 | 40.3409 | 40.3409 | 40.3409 |
Ratio Avg Win / Avg Loss | 2.4163 | 3.139 | 1.6958 | 1.541 | 1.582 | 1.4989 |
Largest Winning Trade | 441294 | 441294 | 55997 | 695533 | 695533 | 196946 |
Largest Losing Trade | -43616 | -26061 | -43616 | -366086 | -160013 | -366086 |
Avg Bars in Trades | 69 | 60 | 78 | 69 | 60 | 78 |
Avg Bars in Winners | 115 | 94 | 137 | 115 | 94 | 137 |
Avg Bars in Losers | 38 | 38 | 38 | 38 | 38 | 38 |
Bars Traded | 24436 | 10707 | 13729 | 24436 | 10707 | 13729 |
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 | 365307 | 335167 | -206493 | -306350 | -283970 | -390732 |
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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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