Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402319.0855 | 322879.4246 | 79439.6609 | 214268.6858 | 99776.6498 | 114492.036 |
Total P&L (%) | 402.3191 | 322.8794 | 79.4397 | 214.2687 | 99.7767 | 114.492 |
Avg Daily Profit (%) | 0.1608 | 0.129 | 0.0317 | 0.0458 | 0.0277 | 0.0305 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124917 | -96983 | -107181 | -1722548 | -838514 | -1130262 |
Profit Factor | 1.346 | 1.6267 | 1.1227 | 1.0288 | 1.0307 | 1.0274 |
Total Trades | 433 | 217 | 216 | 433 | 217 | 216 |
Winning Trades | 212 | 104 | 108 | 212 | 104 | 108 |
Losing Trades | 221 | 113 | 108 | 221 | 113 | 108 |
Profitability (%) | 48.9607 | 47.9263 | 50 | 48.9607 | 47.9263 | 50 |
Ratio Avg Win / Avg Loss | 1.4032 | 1.7674 | 1.1227 | 1.0725 | 1.1199 | 1.0274 |
Largest Winning Trade | 113636 | 113636 | 50619 | 468405 | 468405 | 393582 |
Largest Losing Trade | -33267 | -32193 | -33267 | -414482 | -278429 | -414482 |
Avg Bars in Trades | 17 | 15 | 18 | 17 | 15 | 18 |
Avg Bars in Winners | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Losers | 14 | 12 | 17 | 14 | 12 | 17 |
Bars Traded | 7376 | 3439 | 3937 | 7376 | 3439 | 3937 |
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 | 352353 | -17656 | -235190 | -318460 | -342610 | -341720 |
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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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