Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 541126.851 | 408302.8463 | 132824.0048 | 867377.0851 | 262824.8988 | 604552.1864 |
Total P&L (%) | 541.1269 | 408.3028 | 132.824 | 867.3771 | 262.8249 | 604.5522 |
Avg Daily Profit (%) | 0.3344 | 0.2524 | 0.0821 | 0.1404 | 0.0797 | 0.1207 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75917 | -143428 | -95926 | -782526 | -1239627 | -589884 |
Profit Factor | 1.542 | 1.7631 | 1.2866 | 1.1286 | 1.0702 | 1.2015 |
Total Trades | 364 | 182 | 182 | 364 | 182 | 182 |
Winning Trades | 166 | 80 | 86 | 166 | 80 | 86 |
Losing Trades | 198 | 102 | 96 | 198 | 102 | 96 |
Profitability (%) | 45.6044 | 43.956 | 47.2527 | 45.6044 | 43.956 | 47.2527 |
Ratio Avg Win / Avg Loss | 1.8392 | 2.2479 | 1.4362 | 1.3461 | 1.3645 | 1.3412 |
Largest Winning Trade | 132616 | 132616 | 52831 | 673825 | 673825 | 359908 |
Largest Losing Trade | -30394 | -30394 | -27964 | -373882 | -373882 | -224604 |
Avg Bars in Trades | 51 | 46 | 56 | 51 | 46 | 56 |
Avg Bars in Winners | 77 | 69 | 84 | 77 | 69 | 84 |
Avg Bars in Losers | 30 | 28 | 31 | 30 | 28 | 31 |
Bars Traded | 18764 | 8513 | 10251 | 18764 | 8513 | 10251 |
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 | 433946 | 340513 | -84020 | -84133 | -231841 | -32592 |
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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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