Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403828.4731 | 297185.2097 | 106643.2634 | 482822.5368 | 211021.8308 | 271800.706 |
Total P&L (%) | 403.8285 | 297.1852 | 106.6433 | 482.8225 | 211.0218 | 271.8007 |
Avg Daily Profit (%) | 0.3877 | 0.2853 | 0.1024 | 0.1694 | 0.109 | 0.1261 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107373 | -86630 | -54615 | -1724767 | -1361150 | -794974 |
Profit Factor | 1.4404 | 1.6075 | 1.2494 | 1.0517 | 1.0418 | 1.0634 |
Total Trades | 309 | 154 | 155 | 309 | 154 | 155 |
Winning Trades | 130 | 56 | 74 | 130 | 56 | 74 |
Losing Trades | 179 | 98 | 81 | 179 | 98 | 81 |
Profitability (%) | 42.0712 | 36.3636 | 47.7419 | 42.0712 | 36.3636 | 47.7419 |
Ratio Avg Win / Avg Loss | 1.9834 | 2.8131 | 1.3675 | 1.4482 | 1.8232 | 1.164 |
Largest Winning Trade | 190322 | 190322 | 29758 | 490466 | 490466 | 472514 |
Largest Losing Trade | -19541 | -19541 | -19230 | -338113 | -255312 | -338113 |
Avg Bars in Trades | 80 | 74 | 86 | 80 | 74 | 86 |
Avg Bars in Winners | 127 | 124 | 130 | 127 | 124 | 130 |
Avg Bars in Losers | 45 | 45 | 45 | 45 | 45 | 45 |
Bars Traded | 24780 | 11424 | 13356 | 24780 | 11424 | 13356 |
Profit Streak | 0 | 6.8587 | 0 | 0 | 6.8587 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353189 | 252969 | -57150 | -157722 | -225283 | -175970 |
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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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