Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 757210.2746 | 636791.4726 | 120418.802 | 708871.8188 | 65054.7034 | 643817.1153 |
Total P&L (%) | 757.2103 | 636.7915 | 120.4188 | 708.8718 | 65.0547 | 643.8171 |
Avg Daily Profit (%) | 0.3179 | 0.2673 | 0.0506 | 0.0878 | 0.021 | 0.0843 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167213 | -131209 | -182200 | -4469051 | -3653778 | -1570093 |
Profit Factor | 1.4834 | 1.7794 | 1.1607 | 1.0384 | 1.0064 | 1.0778 |
Total Trades | 349 | 175 | 174 | 349 | 175 | 174 |
Winning Trades | 131 | 62 | 69 | 131 | 62 | 69 |
Losing Trades | 218 | 113 | 105 | 218 | 113 | 105 |
Profitability (%) | 37.5358 | 35.4286 | 39.6552 | 37.5358 | 35.4286 | 39.6552 |
Ratio Avg Win / Avg Loss | 2.4686 | 3.243 | 1.7663 | 1.728 | 1.8342 | 1.6401 |
Largest Winning Trade | 309816 | 309816 | 63205 | 2113906 | 2113906 | 817926 |
Largest Losing Trade | -24970 | -23380 | -24970 | -621359 | -621359 | -477693 |
Avg Bars in Trades | 20 | 18 | 21 | 20 | 18 | 21 |
Avg Bars in Winners | 37 | 34 | 39 | 37 | 34 | 39 |
Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
Bars Traded | 7038 | 3277 | 3761 | 7038 | 3277 | 3761 |
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 | 310198 | 250553 | -171411 | -255239 | -382501 | -217237 |
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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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