Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 566454.8054 | 406549.9346 | 159904.8707 | 754915.8951 | 233236.5689 | 521679.3262 |
Total P&L (%) | 566.4548 | 406.5499 | 159.9049 | 754.9159 | 233.2366 | 521.6793 |
Avg Daily Profit (%) | 0.3252 | 0.2334 | 0.0918 | 0.1233 | 0.0691 | 0.1049 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125292 | -128118 | -102052 | -856593 | -773688 | -459522 |
Profit Factor | 1.4931 | 1.6686 | 1.2957 | 1.1336 | 1.0752 | 1.2049 |
Total Trades | 325 | 163 | 162 | 325 | 163 | 162 |
Winning Trades | 124 | 57 | 67 | 124 | 57 | 67 |
Losing Trades | 201 | 106 | 95 | 201 | 106 | 95 |
Profitability (%) | 38.1538 | 34.9693 | 41.358 | 38.1538 | 34.9693 | 41.358 |
Ratio Avg Win / Avg Loss | 2.4203 | 3.103 | 1.8372 | 1.8376 | 1.9994 | 1.7084 |
Largest Winning Trade | 256821 | 256821 | 41002 | 360660 | 326059 | 360660 |
Largest Losing Trade | -23573 | -23573 | -20530 | -166010 | -156860 | -166010 |
Avg Bars in Trades | 21 | 22 | 19 | 21 | 22 | 19 |
Avg Bars in Winners | 37 | 39 | 35 | 37 | 39 | 35 |
Avg Bars in Losers | 10 | 13 | 8 | 10 | 13 | 8 |
Bars Traded | 6838 | 3640 | 3196 | 6838 | 3640 | 3196 |
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 | 318711 | 208729 | -72035 | -103101 | -242647 | -54633 |
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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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