Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 554551.7575 | 435391.3758 | 119160.3817 | 836254.5991 | 529014.7372 | 307239.8619 |
Total P&L (%) | 554.5518 | 435.3914 | 119.1604 | 836.2546 | 529.0147 | 307.2399 |
Avg Daily Profit (%) | 0.3132 | 0.2459 | 0.0673 | 0.1264 | 0.1039 | 0.0794 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107587 | -93219 | -94084 | -3211918 | -2095797 | -2245308 |
Profit Factor | 1.3935 | 1.6585 | 1.1593 | 1.0437 | 1.0558 | 1.0319 |
Total Trades | 354 | 177 | 177 | 354 | 177 | 177 |
Winning Trades | 138 | 70 | 68 | 138 | 70 | 68 |
Losing Trades | 216 | 107 | 109 | 216 | 107 | 109 |
Profitability (%) | 38.9831 | 39.548 | 38.4181 | 38.9831 | 39.548 | 38.4181 |
Ratio Avg Win / Avg Loss | 2.1812 | 2.5352 | 1.8583 | 1.6337 | 1.6138 | 1.6541 |
Largest Winning Trade | 115783 | 115783 | 48232 | 938693 | 636213 | 938693 |
Largest Losing Trade | -28543 | -24370 | -28543 | -396232 | -291526 | -396232 |
Avg Bars in Trades | 29 | 30 | 28 | 29 | 30 | 28 |
Avg Bars in Winners | 47 | 48 | 46 | 47 | 48 | 46 |
Avg Bars in Losers | 18 | 19 | 16 | 18 | 19 | 16 |
Bars Traded | 10467 | 5434 | 5033 | 10467 | 5434 | 5033 |
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 | 310191 | 268622 | -151100 | -197277 | -215557 | -275194 |
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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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