Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386830.6864 | 260776.7454 | 126053.9409 | 409538.3928 | 44145.9649 | 365392.4279 |
Total P&L (%) | 386.8307 | 260.7767 | 126.0539 | 409.5384 | 44.146 | 365.3924 |
Avg Daily Profit (%) | 0.1857 | 0.1252 | 0.0605 | 0.0782 | 0.0176 | 0.0738 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131951 | -120892 | -75837 | -1585858 | -1362716 | -762341 |
Profit Factor | 1.33 | 1.4457 | 1.2147 | 1.0477 | 1.0102 | 1.0861 |
Total Trades | 366 | 183 | 183 | 366 | 183 | 183 |
Winning Trades | 205 | 100 | 105 | 205 | 100 | 105 |
Losing Trades | 161 | 83 | 78 | 161 | 83 | 78 |
Profitability (%) | 56.0109 | 54.6448 | 57.377 | 56.0109 | 54.6448 | 57.377 |
Ratio Avg Win / Avg Loss | 1.0446 | 1.2 | 0.9024 | 0.8228 | 0.8384 | 0.8068 |
Largest Winning Trade | 61329 | 61329 | 41729 | 348348 | 348348 | 325150 |
Largest Losing Trade | -37094 | -27919 | -37094 | -451034 | -378240 | -451034 |
Avg Bars in Trades | 67 | 61 | 73 | 67 | 61 | 73 |
Avg Bars in Winners | 58 | 48 | 68 | 58 | 48 | 68 |
Avg Bars in Losers | 78 | 78 | 78 | 78 | 78 | 78 |
Bars Traded | 24698 | 11318 | 13381 | 24698 | 11318 | 13381 |
Profit Streak | 0 | 0 | 46.7203 | 0 | 0 | 46.7203 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376514 | -23929 | -112317 | -255615 | -381267 | -219977 |
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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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