Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377778.0619 | 260851.7504 | 116926.3115 | 330332.1003 | 280558.7327 | 49773.3676 |
Total P&L (%) | 377.7781 | 260.8518 | 116.9263 | 330.3321 | 280.5587 | 49.7734 |
Avg Daily Profit (%) | 0.1814 | 0.1252 | 0.0561 | 0.0701 | 0.0642 | 0.0194 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96471 | -91088 | -104971 | -418253 | -333489 | -290409 |
Profit Factor | 1.3551 | 1.5003 | 1.2156 | 1.0979 | 1.1725 | 1.0284 |
Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
Winning Trades | 151 | 80 | 71 | 151 | 80 | 71 |
Losing Trades | 127 | 59 | 68 | 127 | 59 | 68 |
Profitability (%) | 54.3165 | 57.554 | 51.0791 | 54.3165 | 57.554 | 51.0791 |
Ratio Avg Win / Avg Loss | 1.1397 | 1.1064 | 1.1642 | 0.9234 | 0.8647 | 0.985 |
Largest Winning Trade | 58208 | 58208 | 47045 | 145930 | 140931 | 145930 |
Largest Losing Trade | -44295 | -29235 | -44295 | -167300 | -136074 | -167300 |
Avg Bars in Trades | 88 | 77 | 99 | 88 | 77 | 99 |
Avg Bars in Winners | 78 | 54 | 106 | 78 | 54 | 106 |
Avg Bars in Losers | 101 | 110 | 93 | 101 | 110 | 93 |
Bars Traded | 24690 | 10840 | 13849 | 24690 | 10840 | 13849 |
Profit Streak | 0 | 0 | 46.5109 | 0 | 0 | 46.5109 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356264 | -23726 | -117878 | -211897 | -138859 | -358687 |
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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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