Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417598.6781 | 268272.7613 | 149325.9168 | 477870.1249 | 388331.7446 | 89538.3803 |
Total P&L (%) | 417.5987 | 268.2728 | 149.3259 | 477.8701 | 388.3317 | 89.5384 |
Avg Daily Profit (%) | 0.248 | 0.1593 | 0.0887 | 0.1042 | 0.0942 | 0.038 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223555 | -194112 | -133482 | -167009 | -96773 | -166430 |
Profit Factor | 1.2818 | 1.3688 | 1.1979 | 1.3271 | 1.5392 | 1.1209 |
Total Trades | 537 | 269 | 268 | 537 | 269 | 268 |
Winning Trades | 224 | 110 | 114 | 224 | 110 | 114 |
Losing Trades | 313 | 159 | 154 | 313 | 159 | 154 |
Profitability (%) | 41.7132 | 40.8922 | 42.5373 | 41.7132 | 40.8922 | 42.5373 |
Ratio Avg Win / Avg Loss | 1.7911 | 1.9785 | 1.6182 | 1.8544 | 2.2249 | 1.5142 |
Largest Winning Trade | 91641 | 91641 | 39561 | 154392 | 154392 | 78888 |
Largest Losing Trade | -23519 | -14619 | -23519 | -65043 | -43013 | -65043 |
Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Winners | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 6627 | 3192 | 3435 | 6627 | 3192 | 3435 |
Profit Streak | 0 | 0 | 19.9187 | 0 | 0 | 19.9187 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323145 | 233149 | -76575 | -52601 | -66924 | -228896 |
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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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