Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261680.0348 | 169385.8502 | 92294.1846 | 578675.1743 | 565166.9264 | 13508.2479 |
Total P&L (%) | 261.68 | 169.3859 | 92.2942 | 578.6752 | 565.1669 | 13.5082 |
Avg Daily Profit (%) | 0.5024 | 0.3252 | 0.1772 | 0.3684 | 0.3645 | 0.0243 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79321 | -31184 | -63253 | -919067 | -335093 | -751053 |
Profit Factor | 1.6349 | 1.8607 | 1.4285 | 1.2057 | 1.4334 | 1.0089 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 121 | 57 | 64 | 121 | 57 | 64 |
Losing Trades | 167 | 87 | 80 | 167 | 87 | 80 |
Profitability (%) | 42.0139 | 39.5833 | 44.4444 | 42.0139 | 39.5833 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.2564 | 2.84 | 1.7857 | 1.664 | 2.1878 | 1.2612 |
Largest Winning Trade | 64292 | 64292 | 29813 | 546904 | 546904 | 301924 |
Largest Losing Trade | -10058 | -8066 | -10058 | -138035 | -115065 | -138035 |
Avg Bars in Trades | 84 | 79 | 89 | 84 | 79 | 89 |
Avg Bars in Winners | 132 | 131 | 134 | 132 | 131 | 134 |
Avg Bars in Losers | 49 | 45 | 54 | 49 | 45 | 54 |
Bars Traded | 24387 | 11454 | 12933 | 24387 | 11454 | 12933 |
Profit Streak | 0 | 12.0685 | 0 | 0 | 12.0685 | 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 | 400800 | 289893 | 234165 | 285367 | 262206 | -430584 |
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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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