Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420247.8434 | 292239.6602 | 128008.1832 | 308845.2386 | 199381.6102 | 109463.6283 |
Total P&L (%) | 420.2478 | 292.2397 | 128.0082 | 308.8452 | 199.3816 | 109.4636 |
Avg Daily Profit (%) | 0.2017 | 0.1403 | 0.0614 | 0.0676 | 0.0527 | 0.0355 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204194 | -142263 | -101085 | -3311009 | -2060131 | -2035898 |
Profit Factor | 1.3823 | 1.5297 | 1.2338 | 1.0267 | 1.0344 | 1.0189 |
Total Trades | 284 | 142 | 142 | 284 | 142 | 142 |
Winning Trades | 146 | 74 | 72 | 146 | 74 | 72 |
Losing Trades | 138 | 68 | 70 | 138 | 68 | 70 |
Profitability (%) | 51.4085 | 52.1127 | 50.7042 | 51.4085 | 52.1127 | 50.7042 |
Ratio Avg Win / Avg Loss | 1.3066 | 1.4057 | 1.1995 | 0.9704 | 0.9505 | 0.9906 |
Largest Winning Trade | 70236 | 70236 | 46668 | 1051442 | 783845 | 1051442 |
Largest Losing Trade | -39229 | -39229 | -30256 | -1058026 | -851206 | -1058026 |
Avg Bars in Trades | 85 | 80 | 91 | 85 | 80 | 91 |
Avg Bars in Winners | 86 | 71 | 101 | 86 | 71 | 101 |
Avg Bars in Losers | 85 | 89 | 81 | 85 | 89 | 81 |
Bars Traded | 24418 | 11375 | 13043 | 24418 | 11375 | 13043 |
Profit Streak | 0 | 0 | 46.5376 | 0 | 0 | 46.5376 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356072 | -4174 | -110723 | -293825 | -306842 | -346376 |
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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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