Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 579063.1846 | 411855.2825 | 167207.9021 | 1638833.8137 | 552111.3244 | 1086722.4893 |
Total P&L (%) | 579.0632 | 411.8553 | 167.2079 | 1638.8338 | 552.1113 | 1086.7225 |
Avg Daily Profit (%) | 0.3579 | 0.2545 | 0.1033 | 0.1767 | 0.116 | 0.153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106262 | -95086 | -127773 | -901768 | -1328428 | -581541 |
Profit Factor | 1.5624 | 1.8047 | 1.3229 | 1.2187 | 1.126 | 1.3494 |
Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
Winning Trades | 130 | 60 | 70 | 130 | 60 | 70 |
Losing Trades | 148 | 79 | 69 | 148 | 79 | 69 |
Profitability (%) | 46.7626 | 43.1655 | 50.3597 | 46.7626 | 43.1655 | 50.3597 |
Ratio Avg Win / Avg Loss | 1.7787 | 2.3762 | 1.304 | 1.3874 | 1.4825 | 1.3301 |
Largest Winning Trade | 100786 | 100786 | 52932 | 1006191 | 1006191 | 647127 |
Largest Losing Trade | -33138 | -33138 | -29411 | -861800 | -861800 | -347435 |
Avg Bars in Trades | 67 | 53 | 82 | 67 | 53 | 82 |
Avg Bars in Winners | 95 | 70 | 116 | 95 | 70 | 116 |
Avg Bars in Losers | 43 | 39 | 47 | 43 | 39 | 47 |
Bars Traded | 18811 | 7378 | 11433 | 18811 | 7378 | 11433 |
Profit Streak | 0 | 0 | 500.5238 | 0 | 0 | 500.5238 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445707 | 312012 | -54348 | 274333 | -122595 | 304800 |
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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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