Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431481.7327 | 313896.7995 | 117584.9332 | 141297.8918 | 189254.828 | -47956.9362 |
Total P&L (%) | 431.4817 | 313.8968 | 117.5849 | 141.2979 | 189.2548 | -47.9569 |
Avg Daily Profit (%) | 0.2924 | 0.2127 | 0.0797 | 0.0597 | 0.072 | -0.0442 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97522 | -119341 | -118075 | -429699 | -483071 | -234288 |
Profit Factor | 1.3146 | 1.4902 | 1.1608 | 1.0436 | 1.1191 | 0.9709 |
Total Trades | 335 | 168 | 167 | 335 | 168 | 167 |
Winning Trades | 140 | 66 | 74 | 140 | 66 | 74 |
Losing Trades | 195 | 102 | 93 | 195 | 102 | 93 |
Profitability (%) | 41.791 | 39.2857 | 44.3114 | 41.791 | 39.2857 | 44.3114 |
Ratio Avg Win / Avg Loss | 1.8311 | 2.3031 | 1.4589 | 1.4536 | 1.7295 | 1.2202 |
Largest Winning Trade | 138505 | 138505 | 38770 | 219456 | 219456 | 93214 |
Largest Losing Trade | -45537 | -20494 | -45537 | -107569 | -107569 | -91214 |
Avg Bars in Trades | 13 | 11 | 15 | 13 | 11 | 15 |
Avg Bars in Winners | 19 | 15 | 22 | 19 | 15 | 22 |
Avg Bars in Losers | 8 | 7 | 9 | 8 | 7 | 9 |
Bars Traded | 4395 | 1850 | 2545 | 4395 | 1850 | 2545 |
Profit Streak | 0 | 0 | 22.3262 | 0 | 0 | 22.3262 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307162 | 234823 | -131228 | -286898 | -188789 | -580178 |
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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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