Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397739.8422 | 294879.9907 | 102859.8514 | 233228.5091 | 114175.9529 | 119052.5562 |
Total P&L (%) | 397.7398 | 294.88 | 102.8599 | 233.2285 | 114.176 | 119.0526 |
Avg Daily Profit (%) | 0.2126 | 0.1576 | 0.055 | 0.0643 | 0.0407 | 0.0419 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140570 | -90126 | -112553 | -253771 | -277314 | -145749 |
Profit Factor | 1.2997 | 1.439 | 1.157 | 1.09 | 1.0803 | 1.1018 |
Total Trades | 414 | 207 | 207 | 414 | 207 | 207 |
Winning Trades | 178 | 78 | 100 | 178 | 78 | 100 |
Losing Trades | 236 | 129 | 107 | 236 | 129 | 107 |
Profitability (%) | 42.9952 | 37.6812 | 48.3092 | 42.9952 | 37.6812 | 48.3092 |
Ratio Avg Win / Avg Loss | 1.7232 | 2.3799 | 1.238 | 1.4452 | 1.7867 | 1.1789 |
Largest Winning Trade | 73343 | 73343 | 39833 | 160170 | 160170 | 93969 |
Largest Losing Trade | -49764 | -26887 | -49764 | -83672 | -75490 | -83672 |
Avg Bars in Trades | 17 | 18 | 17 | 17 | 18 | 17 |
Avg Bars in Winners | 23 | 25 | 22 | 23 | 25 | 22 |
Avg Bars in Losers | 13 | 14 | 12 | 13 | 14 | 12 |
Bars Traded | 7419 | 3856 | 3562 | 7419 | 3856 | 3562 |
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 | 311015 | 191452 | -167230 | -228811 | -273554 | -245364 |
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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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