Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 807037.3548 | 630422.7238 | 176614.631 | 507223.0338 | 116613.0735 | 390609.9602 |
Total P&L (%) | 807.0374 | 630.4227 | 176.6146 | 507.223 | 116.6131 | 390.61 |
Avg Daily Profit (%) | 0.5478 | 0.4279 | 0.1199 | 0.1225 | 0.0525 | 0.108 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134851 | -169699 | -72828 | -552191 | -672645 | -391152 |
Profit Factor | 1.6708 | 1.9986 | 1.3089 | 1.0943 | 1.0396 | 1.1606 |
Total Trades | 356 | 178 | 178 | 356 | 178 | 178 |
Winning Trades | 112 | 45 | 67 | 112 | 45 | 67 |
Losing Trades | 244 | 133 | 111 | 244 | 133 | 111 |
Profitability (%) | 31.4607 | 25.2809 | 37.6404 | 31.4607 | 25.2809 | 37.6404 |
Ratio Avg Win / Avg Loss | 3.64 | 5.9071 | 2.1685 | 2.3841 | 3.0726 | 1.9227 |
Largest Winning Trade | 569900 | 569900 | 36193 | 388734 | 388734 | 183652 |
Largest Losing Trade | -31988 | -15288 | -31988 | -142245 | -132124 | -142245 |
Avg Bars in Trades | 12 | 10 | 14 | 12 | 10 | 14 |
Avg Bars in Winners | 26 | 24 | 27 | 26 | 24 | 27 |
Avg Bars in Losers | 5 | 5 | 6 | 5 | 5 | 6 |
Bars Traded | 4381 | 1850 | 2531 | 4381 | 1850 | 2531 |
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 | 327756 | -14139 | -35877 | -149768 | -326601 | -95745 |
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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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