Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 559520.6012 | 455243.1753 | 104277.4259 | 326606.3216 | -81943.9659 | 408550.2875 |
Total P&L (%) | 559.5206 | 455.2432 | 104.2774 | 326.6063 | -81.944 | 408.5503 |
Avg Daily Profit (%) | 0.2363 | 0.1923 | 0.044 | 0.0613 | -0.0723 | 0.0687 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131595 | -88141 | -197979 | -815084 | -863691 | -454496 |
Profit Factor | 1.4305 | 1.7093 | 1.1585 | 1.0609 | 0.9718 | 1.1662 |
Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Winning Trades | 116 | 56 | 60 | 116 | 56 | 60 |
Losing Trades | 163 | 84 | 79 | 163 | 84 | 79 |
Profitability (%) | 41.5771 | 40 | 43.1655 | 41.5771 | 40 | 43.1655 |
Ratio Avg Win / Avg Loss | 2.01 | 2.5639 | 1.5253 | 1.4907 | 1.4577 | 1.5354 |
Largest Winning Trade | 156296 | 156296 | 57513 | 468932 | 468932 | 271450 |
Largest Losing Trade | -38039 | -31786 | -38039 | -370888 | -259928 | -370888 |
Avg Bars in Trades | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Winners | 24 | 22 | 26 | 24 | 22 | 26 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 4677 | 2201 | 2476 | 4677 | 2201 | 2476 |
Profit Streak | 0 | 0 | 30.7781 | 0 | 0 | 30.7781 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316874 | 252001 | -181193 | -266185 | -582905 | -139844 |
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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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