Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 483652.9152 | 333977.6543 | 149675.2609 | 409661.2376 | 335757.79 | 73903.4476 |
Total P&L (%) | 483.6529 | 333.9777 | 149.6753 | 409.6612 | 335.7578 | 73.9034 |
Avg Daily Profit (%) | 0.4695 | 0.3242 | 0.1453 | 0.1582 | 0.143 | 0.0537 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94548 | -103604 | -71210 | -719458 | -337920 | -581506 |
Profit Factor | 1.4114 | 1.5367 | 1.2705 | 1.1088 | 1.1711 | 1.041 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 176 | 78 | 98 | 176 | 78 | 98 |
Losing Trades | 176 | 98 | 78 | 176 | 98 | 78 |
Profitability (%) | 50 | 44.3182 | 55.6818 | 50 | 44.3182 | 55.6818 |
Ratio Avg Win / Avg Loss | 1.4114 | 1.9308 | 1.0112 | 1.1088 | 1.4714 | 0.8286 |
Largest Winning Trade | 233002 | 233002 | 27229 | 402180 | 402180 | 147027 |
Largest Losing Trade | -37037 | -32495 | -37037 | -353962 | -140464 | -353962 |
Avg Bars in Trades | 34 | 37 | 31 | 34 | 37 | 31 |
Avg Bars in Winners | 36 | 38 | 35 | 36 | 38 | 35 |
Avg Bars in Losers | 32 | 37 | 27 | 32 | 37 | 27 |
Bars Traded | 12216 | 6619 | 5597 | 12216 | 6619 | 5597 |
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 | 451080 | 341321 | 69849 | -91708 | -36294 | -297140 |
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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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