Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355011.3226 | 101672.6785 | 253338.6441 | 694019.6827 | 5139.0366 | 688880.6461 |
Total P&L (%) | 355.0113 | 101.6727 | 253.3386 | 694.0197 | 5.139 | 688.8806 |
Avg Daily Profit (%) | 0.3453 | 0.0989 | 0.2464 | 0.2017 | 0.0049 | 0.2011 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86484 | -78504 | -62823 | -348906 | -428181 | -251823 |
Profit Factor | 1.336 | 1.1574 | 1.6172 | 1.1747 | 1.0022 | 1.4271 |
Total Trades | 398 | 199 | 199 | 398 | 199 | 199 |
Winning Trades | 213 | 96 | 117 | 213 | 96 | 117 |
Losing Trades | 185 | 103 | 82 | 185 | 103 | 82 |
Profitability (%) | 53.5176 | 48.2412 | 58.794 | 53.5176 | 48.2412 | 58.794 |
Ratio Avg Win / Avg Loss | 1.1604 | 1.2418 | 1.1334 | 1.0203 | 1.0753 | 1.0002 |
Largest Winning Trade | 47724 | 47724 | 28714 | 105619 | 105619 | 105250 |
Largest Losing Trade | -29727 | -29105 | -29727 | -134082 | -127491 | -134082 |
Avg Bars in Trades | 10 | 12 | 7 | 10 | 12 | 7 |
Avg Bars in Winners | 8 | 11 | 6 | 8 | 11 | 6 |
Avg Bars in Losers | 11 | 14 | 8 | 11 | 14 | 8 |
Bars Traded | 4052 | 2559 | 1493 | 4052 | 2559 | 1493 |
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 | 431308 | -108301 | 427388 | -17443 | -570135 | 389224 |
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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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