Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478653.3632 | 341670.9361 | 136982.4272 | 784933.8265 | 1116834.5304 | -331900.7039 |
Total P&L (%) | 478.6534 | 341.6709 | 136.9824 | 784.9338 | 1116.8345 | -331.9007 |
Avg Daily Profit (%) | 0.2175 | 0.1552 | 0.0622 | 0.0991 | 0.1136 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119587 | -122146 | -66410 | -1038195 | -733433 | -880667 |
Profit Factor | 1.3756 | 1.5768 | 1.2008 | 1.0942 | 1.3126 | 0.9303 |
Total Trades | 382 | 191 | 191 | 382 | 191 | 191 |
Winning Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Losing Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Profitability (%) | 54.4503 | 54.4503 | 54.4503 | 54.4503 | 54.4503 | 54.4503 |
Ratio Avg Win / Avg Loss | 1.1507 | 1.319 | 1.0046 | 0.9153 | 1.098 | 0.7783 |
Largest Winning Trade | 75881 | 75881 | 40524 | 411402 | 411402 | 337598 |
Largest Losing Trade | -42293 | -27640 | -42293 | -672765 | -188252 | -672765 |
Avg Bars in Trades | 16 | 13 | 20 | 16 | 13 | 20 |
Avg Bars in Winners | 16 | 10 | 22 | 16 | 10 | 22 |
Avg Bars in Losers | 17 | 16 | 17 | 17 | 16 | 17 |
Bars Traded | 6419 | 2540 | 3878 | 6419 | 2540 | 3878 |
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 | 402041 | 371265 | -109047 | -176017 | -39468 | -579478 |
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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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