Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261572.4791 | 114771.3312 | 146801.1479 | 157336.4606 | 154513.0555 | 2823.4051 |
Total P&L (%) | 261.5725 | 114.7713 | 146.8011 | 157.3365 | 154.5131 | 2.8234 |
Avg Daily Profit (%) | 0.2344 | 0.1029 | 0.1316 | 0.0848 | 0.0838 | 0.0025 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195893 | -109958 | -95834 | -1918372 | -867785 | -1159310 |
Profit Factor | 1.2484 | 1.191 | 1.3248 | 1.0245 | 1.0458 | 1.0009 |
Total Trades | 421 | 211 | 210 | 421 | 211 | 210 |
Winning Trades | 227 | 106 | 121 | 227 | 106 | 121 |
Losing Trades | 194 | 105 | 89 | 194 | 105 | 89 |
Profitability (%) | 53.9192 | 50.237 | 57.619 | 53.9192 | 50.237 | 57.619 |
Ratio Avg Win / Avg Loss | 1.0669 | 1.1797 | 0.9745 | 0.8755 | 1.0359 | 0.7362 |
Largest Winning Trade | 94943 | 94943 | 22677 | 291168 | 291168 | 253723 |
Largest Losing Trade | -29154 | -29154 | -19354 | -321742 | -321742 | -184730 |
Avg Bars in Trades | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Winners | 8 | 7 | 8 | 8 | 7 | 8 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 4440 | 2217 | 2223 | 4440 | 2217 | 2223 |
Profit Streak | 0 | 0 | 8.7725 | 0 | 0 | 8.7725 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384136 | -65242 | -15879 | -272113 | -250461 | -573506 |
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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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