Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497659.3437 | 356801.7009 | 140857.6429 | 364848.6775 | 259579.1091 | 105269.5684 |
Total P&L (%) | 497.6593 | 356.8017 | 140.8576 | 364.8487 | 259.5791 | 105.2696 |
Avg Daily Profit (%) | 0.2596 | 0.1861 | 0.0735 | 0.0802 | 0.0668 | 0.0375 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142195 | -111337 | -76425 | -935220 | -611847 | -483696 |
Profit Factor | 1.3919 | 1.4618 | 1.2833 | 1.0618 | 1.0767 | 1.0418 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 158 | 65 | 93 | 158 | 65 | 93 |
Losing Trades | 194 | 111 | 83 | 194 | 111 | 83 |
Profitability (%) | 44.8864 | 36.9318 | 52.8409 | 44.8864 | 36.9318 | 52.8409 |
Ratio Avg Win / Avg Loss | 1.7091 | 2.4962 | 1.1453 | 1.3037 | 1.8387 | 0.9298 |
Largest Winning Trade | 129593 | 129593 | 39132 | 419807 | 419807 | 161346 |
Largest Losing Trade | -30124 | -30124 | -30115 | -186656 | -177875 | -186656 |
Avg Bars in Trades | 64 | 71 | 57 | 64 | 71 | 57 |
Avg Bars in Winners | 83 | 103 | 69 | 83 | 103 | 69 |
Avg Bars in Losers | 49 | 52 | 44 | 49 | 52 | 44 |
Bars Traded | 22752 | 12620 | 10132 | 22752 | 12620 | 10132 |
Profit Streak | 0 | 0 | 41.2204 | 0 | 0 | 41.2204 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350607 | 178931 | -93122 | -238572 | -243496 | -317289 |
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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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