Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484575.3347 | 286028.2788 | 198547.0559 | 1369369.1727 | 1281575.6091 | 87793.5636 |
Total P&L (%) | 484.5753 | 286.0283 | 198.5471 | 1369.3692 | 1281.5756 | 87.7936 |
Avg Daily Profit (%) | 0.2888 | 0.1705 | 0.1183 | 0.1603 | 0.1566 | 0.0376 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93195 | -98004 | -66078 | -2557941 | -859001 | -1865301 |
Profit Factor | 1.5648 | 1.6833 | 1.4519 | 1.2367 | 1.4961 | 1.0274 |
Total Trades | 320 | 160 | 160 | 320 | 160 | 160 |
Winning Trades | 135 | 61 | 74 | 135 | 61 | 74 |
Losing Trades | 185 | 99 | 86 | 185 | 99 | 86 |
Profitability (%) | 42.1875 | 38.125 | 46.25 | 42.1875 | 38.125 | 46.25 |
Ratio Avg Win / Avg Loss | 2.1444 | 2.732 | 1.6874 | 1.6947 | 2.4281 | 1.194 |
Largest Winning Trade | 96691 | 96691 | 53639 | 914069 | 914069 | 604668 |
Largest Losing Trade | -30794 | -19277 | -30794 | -486773 | -352422 | -486773 |
Avg Bars in Trades | 61 | 57 | 66 | 61 | 57 | 66 |
Avg Bars in Winners | 93 | 89 | 96 | 93 | 89 | 96 |
Avg Bars in Losers | 39 | 38 | 40 | 39 | 38 | 40 |
Bars Traded | 19827 | 9233 | 10594 | 19827 | 9233 | 10594 |
Profit Streak | 0 | 32.5626 | 0 | 0 | 32.5626 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353819 | 243469 | -34101 | 257088 | 225563 | -334275 |
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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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