Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514925.9037 | 443079.9765 | 71845.9272 | 777037.3284 | 737237.5129 | 39799.8154 |
Total P&L (%) | 514.9259 | 443.08 | 71.8459 | 777.0373 | 737.2375 | 39.7998 |
Avg Daily Profit (%) | 0.2793 | 0.2403 | 0.039 | 0.1178 | 0.1153 | 0.0182 |
Buy And Hold Return (%) | 186.5539 | 186.5539 | 186.5539 | 186.5539 | 186.5539 | 186.5539 |
Max Trade Drawdown | -153063 | -95850 | -100048 | -478938 | -446952 | -271101 |
Profit Factor | 1.4249 | 1.7404 | 1.1171 | 1.1997 | 1.3634 | 1.0214 |
Total Trades | 385 | 193 | 192 | 385 | 193 | 192 |
Winning Trades | 187 | 96 | 91 | 187 | 96 | 91 |
Losing Trades | 198 | 97 | 101 | 198 | 97 | 101 |
Profitability (%) | 48.5714 | 49.7409 | 47.3958 | 48.5714 | 49.7409 | 47.3958 |
Ratio Avg Win / Avg Loss | 1.5088 | 1.7586 | 1.2399 | 1.2703 | 1.3776 | 1.1336 |
Largest Winning Trade | 139529 | 139529 | 36299 | 369487 | 369487 | 147467 |
Largest Losing Trade | -41022 | -31285 | -41022 | -144036 | -144036 | -128126 |
Avg Bars in Trades | 18 | 22 | 14 | 18 | 22 | 14 |
Avg Bars in Winners | 21 | 25 | 17 | 21 | 25 | 17 |
Avg Bars in Losers | 15 | 18 | 12 | 15 | 18 | 12 |
Bars Traded | 7119 | 4275 | 2844 | 7119 | 4275 | 2844 |
Profit Streak | 0 | 0 | 31.2215 | 0 | 0 | 31.2215 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327039 | 270309 | -397590 | -36430 | -39795 | -530648 |
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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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