Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410506.7089 | 299845.0904 | 110661.6185 | 219812.9552 | 146574.0354 | 73238.9198 |
Total P&L (%) | 410.5067 | 299.8451 | 110.6616 | 219.813 | 146.574 | 73.2389 |
Avg Daily Profit (%) | 0.2357 | 0.1722 | 0.0636 | 0.0668 | 0.0518 | 0.0316 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110102 | -77284 | -109221 | -739001 | -424671 | -620603 |
Profit Factor | 1.2937 | 1.4405 | 1.1544 | 1.0383 | 1.0532 | 1.0246 |
Total Trades | 543 | 272 | 271 | 543 | 272 | 271 |
Winning Trades | 254 | 119 | 135 | 254 | 119 | 135 |
Losing Trades | 289 | 153 | 136 | 289 | 153 | 136 |
Profitability (%) | 46.7772 | 43.75 | 49.8155 | 46.7772 | 43.75 | 49.8155 |
Ratio Avg Win / Avg Loss | 1.472 | 1.852 | 1.1629 | 1.1814 | 1.3542 | 1.0322 |
Largest Winning Trade | 179186 | 179186 | 55181 | 338552 | 338552 | 194725 |
Largest Losing Trade | -23793 | -23793 | -22174 | -174810 | -84366 | -174810 |
Avg Bars in Trades | 37 | 32 | 43 | 37 | 32 | 43 |
Avg Bars in Winners | 55 | 45 | 63 | 55 | 45 | 63 |
Avg Bars in Losers | 22 | 22 | 23 | 22 | 22 | 23 |
Bars Traded | 20590 | 8826 | 11764 | 20590 | 8826 | 11764 |
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 | 344018 | 283446 | -157986 | -280525 | -287211 | -343425 |
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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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