Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443042.6971 | 343593.1767 | 99449.5203 | 543167.5949 | 531662.2996 | 11505.2953 |
Total P&L (%) | 443.0427 | 343.5932 | 99.4495 | 543.1676 | 531.6623 | 11.5053 |
Avg Daily Profit (%) | 0.4253 | 0.3298 | 0.0955 | 0.1788 | 0.1771 | 0.0105 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116730 | -61322 | -122290 | -577553 | -388510 | -525990 |
Profit Factor | 1.3617 | 1.5911 | 1.1546 | 1.1075 | 1.2188 | 1.0044 |
Total Trades | 374 | 187 | 187 | 374 | 187 | 187 |
Winning Trades | 151 | 73 | 78 | 151 | 73 | 78 |
Losing Trades | 223 | 114 | 109 | 223 | 114 | 109 |
Profitability (%) | 40.3743 | 39.0374 | 41.7112 | 40.3743 | 39.0374 | 41.7112 |
Ratio Avg Win / Avg Loss | 2.0111 | 2.4847 | 1.6134 | 1.6356 | 1.9034 | 1.4036 |
Largest Winning Trade | 96464 | 96464 | 32039 | 342384 | 342384 | 116532 |
Largest Losing Trade | -34603 | -20756 | -34603 | -206356 | -154240 | -206356 |
Avg Bars in Trades | 65 | 57 | 74 | 65 | 57 | 74 |
Avg Bars in Winners | 88 | 75 | 101 | 88 | 75 | 101 |
Avg Bars in Losers | 49 | 45 | 54 | 49 | 45 | 54 |
Bars Traded | 24550 | 10683 | 13867 | 24550 | 10683 | 13867 |
Profit Streak | 0 | 0 | 23.0182 | 0 | 0 | 23.0182 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335918 | 283137 | -116669 | -95051 | 169250 | -515274 |
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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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