Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 621308.2931 | 465120.0737 | 156188.2194 | 361216.403 | 136797.2356 | 224419.1674 |
Total P&L (%) | 621.3083 | 465.1201 | 156.1882 | 361.2164 | 136.7972 | 224.4192 |
Avg Daily Profit (%) | 0.4218 | 0.3158 | 0.106 | 0.1038 | 0.0585 | 0.0799 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123694 | -150637 | -57334 | -1059703 | -801495 | -426242 |
Profit Factor | 1.3799 | 1.5269 | 1.2076 | 1.055 | 1.038 | 1.0755 |
Total Trades | 562 | 281 | 281 | 562 | 281 | 281 |
Winning Trades | 189 | 80 | 109 | 189 | 80 | 109 |
Losing Trades | 373 | 201 | 172 | 373 | 201 | 172 |
Profitability (%) | 33.6299 | 28.4698 | 38.79 | 33.6299 | 28.4698 | 38.79 |
Ratio Avg Win / Avg Loss | 2.7234 | 3.8363 | 1.9055 | 2.082 | 2.608 | 1.6972 |
Largest Winning Trade | 320273 | 320273 | 39935 | 430941 | 430941 | 226784 |
Largest Losing Trade | -19338 | -18723 | -19338 | -137224 | -126805 | -137224 |
Avg Bars in Trades | 5 | 4 | 5 | 5 | 4 | 5 |
Avg Bars in Winners | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Losers | 3 | 3 | 3 | 3 | 3 | 3 |
Bars Traded | 2925 | 1347 | 1578 | 2925 | 1347 | 1578 |
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 | 304739 | -2138 | -53965 | -216451 | -305697 | -225716 |
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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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