Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 673471.6411 | 526404.7808 | 147066.8603 | 356055.882 | 49983.5009 | 306072.3811 |
Total P&L (%) | 673.4716 | 526.4048 | 147.0669 | 356.0559 | 49.9835 | 306.0724 |
Avg Daily Profit (%) | 0.4557 | 0.3562 | 0.0995 | 0.1027 | 0.0274 | 0.0949 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199192 | -191043 | -54250 | -513111 | -318159 | -269528 |
Profit Factor | 1.6549 | 1.9203 | 1.3223 | 1.1381 | 1.0355 | 1.2612 |
Total Trades | 327 | 164 | 163 | 327 | 164 | 163 |
Winning Trades | 115 | 49 | 66 | 115 | 49 | 66 |
Losing Trades | 212 | 115 | 97 | 212 | 115 | 97 |
Profitability (%) | 35.1682 | 29.878 | 40.4908 | 35.1682 | 29.878 | 40.4908 |
Ratio Avg Win / Avg Loss | 3.0509 | 4.5069 | 1.9434 | 2.098 | 2.4303 | 1.8536 |
Largest Winning Trade | 366300 | 366300 | 59184 | 228649 | 228649 | 161854 |
Largest Losing Trade | -24032 | -15811 | -24032 | -129279 | -67315 | -129279 |
Avg Bars in Trades | 17 | 15 | 20 | 17 | 15 | 20 |
Avg Bars in Winners | 34 | 30 | 38 | 34 | 30 | 38 |
Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
Bars Traded | 5808 | 2539 | 3270 | 5808 | 2539 | 3270 |
Profit Streak | 0 | 0 | 5.8009 | 0 | 0 | 5.8009 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344771 | 190263 | -61224 | -127155 | -345639 | -67789 |
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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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