Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538437.522 | 334723.4354 | 203714.0866 | 1603544.7201 | 1102346.0529 | 501198.6673 |
Total P&L (%) | 538.4375 | 334.7234 | 203.7141 | 1603.5447 | 1102.3461 | 501.1987 |
Avg Daily Profit (%) | 0.5209 | 0.3238 | 0.1971 | 0.2746 | 0.2409 | 0.1737 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108101 | -77136 | -130225 | -768744 | -616271 | -775327 |
Profit Factor | 1.5425 | 1.7313 | 1.3809 | 1.5362 | 1.8194 | 1.3047 |
Total Trades | 319 | 160 | 159 | 319 | 160 | 159 |
Winning Trades | 163 | 74 | 89 | 163 | 74 | 89 |
Losing Trades | 156 | 86 | 70 | 156 | 86 | 70 |
Profitability (%) | 51.0972 | 46.25 | 55.9748 | 51.0972 | 46.25 | 55.9748 |
Ratio Avg Win / Avg Loss | 1.4762 | 2.0121 | 1.0861 | 1.4703 | 2.1144 | 1.0262 |
Largest Winning Trade | 164982 | 164982 | 27124 | 646022 | 646022 | 310224 |
Largest Losing Trade | -47133 | -19615 | -47133 | -411024 | -113307 | -411024 |
Avg Bars in Trades | 76 | 51 | 101 | 76 | 51 | 101 |
Avg Bars in Winners | 91 | 68 | 111 | 91 | 68 | 111 |
Avg Bars in Losers | 60 | 37 | 88 | 60 | 37 | 88 |
Bars Traded | 24398 | 8301 | 16098 | 24398 | 8301 | 16098 |
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 | 509624 | 388270 | 332143 | 432493 | 383869 | 323178 |
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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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