Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321744.1218 | 113024.6111 | 208719.5107 | 370920.2739 | 44445.7138 | 326474.5601 |
Total P&L (%) | 321.7441 | 113.0246 | 208.7195 | 370.9203 | 44.4457 | 326.4746 |
Avg Daily Profit (%) | 0.2128 | 0.0748 | 0.1381 | 0.1026 | 0.0243 | 0.096 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75054 | -64136 | -76497 | -256821 | -197286 | -226779 |
Profit Factor | 1.2597 | 1.2267 | 1.2819 | 1.1187 | 1.0347 | 1.1769 |
Total Trades | 663 | 332 | 331 | 663 | 332 | 331 |
Winning Trades | 280 | 128 | 152 | 280 | 128 | 152 |
Losing Trades | 383 | 204 | 179 | 383 | 204 | 179 |
Profitability (%) | 42.2323 | 38.5542 | 45.9215 | 42.2323 | 38.5542 | 45.9215 |
Ratio Avg Win / Avg Loss | 1.7231 | 1.955 | 1.5096 | 1.5302 | 1.6491 | 1.3859 |
Largest Winning Trade | 63830 | 63830 | 60891 | 149045 | 149045 | 127296 |
Largest Losing Trade | -21209 | -12794 | -21209 | -74143 | -58518 | -74143 |
Avg Bars in Trades | 13 | 6 | 20 | 13 | 6 | 20 |
Avg Bars in Winners | 21 | 11 | 29 | 21 | 11 | 29 |
Avg Bars in Losers | 7 | 3 | 11 | 7 | 3 | 11 |
Bars Traded | 8903 | 2219 | 6683 | 8903 | 2219 | 6683 |
Profit Streak | 0 | 0 | 10.8566 | 0 | 0 | 10.8566 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338401 | -95361 | -7114 | -144186 | -346379 | -90261 |
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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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