Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 627995.7938 | 528331.8446 | 99663.9492 | 1055632.5607 | 815616.0869 | 240016.4738 |
Total P&L (%) | 627.9958 | 528.3318 | 99.6639 | 1055.6326 | 815.6161 | 240.0165 |
Avg Daily Profit (%) | 0.2512 | 0.2114 | 0.0399 | 0.0979 | 0.0886 | 0.049 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95405 | -118631 | -157521 | -844492 | -1006355 | -439990 |
Profit Factor | 1.5033 | 1.7952 | 1.1708 | 1.1457 | 1.2099 | 1.0714 |
Total Trades | 287 | 144 | 143 | 287 | 144 | 143 |
Winning Trades | 114 | 53 | 61 | 114 | 53 | 61 |
Losing Trades | 173 | 91 | 82 | 173 | 91 | 82 |
Profitability (%) | 39.7213 | 36.8056 | 42.6573 | 39.7213 | 36.8056 | 42.6573 |
Ratio Avg Win / Avg Loss | 2.2813 | 3.0823 | 1.5739 | 1.7386 | 2.0773 | 1.4403 |
Largest Winning Trade | 148725 | 148725 | 39200 | 647249 | 647249 | 283517 |
Largest Losing Trade | -33808 | -33808 | -26468 | -199849 | -155840 | -199849 |
Avg Bars in Trades | 34 | 34 | 34 | 34 | 34 | 34 |
Avg Bars in Winners | 55 | 57 | 54 | 55 | 57 | 54 |
Avg Bars in Losers | 20 | 20 | 19 | 20 | 20 | 19 |
Bars Traded | 9894 | 4943 | 4951 | 9894 | 4943 | 4951 |
Profit Streak | 0 | 0 | 35.2652 | 0 | 0 | 35.2652 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302996 | 224489 | -173641 | -123479 | -78882 | -271966 |
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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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