Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 567152.9578 | 468382.3329 | 98770.625 | 385956.4914 | 363819.9602 | 22136.5313 |
Total P&L (%) | 567.153 | 468.3823 | 98.7706 | 385.9565 | 363.82 | 22.1365 |
Avg Daily Profit (%) | 0.2354 | 0.1944 | 0.041 | 0.0656 | 0.0637 | 0.0083 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127828 | -121357 | -102381 | -1309440 | -665935 | -950902 |
Profit Factor | 1.3704 | 1.6014 | 1.1313 | 1.0586 | 1.1074 | 1.0069 |
Total Trades | 423 | 212 | 211 | 423 | 212 | 211 |
Winning Trades | 228 | 113 | 115 | 228 | 113 | 115 |
Losing Trades | 195 | 99 | 96 | 195 | 99 | 96 |
Profitability (%) | 53.9007 | 53.3019 | 54.5024 | 53.9007 | 53.3019 | 54.5024 |
Ratio Avg Win / Avg Loss | 1.1721 | 1.403 | 0.9444 | 0.9053 | 0.9702 | 0.8406 |
Largest Winning Trade | 150177 | 150177 | 59870 | 300139 | 277819 | 300139 |
Largest Losing Trade | -64175 | -30769 | -64175 | -708223 | -321743 | -708223 |
Avg Bars in Trades | 22 | 19 | 26 | 22 | 19 | 26 |
Avg Bars in Winners | 26 | 20 | 32 | 26 | 20 | 32 |
Avg Bars in Losers | 18 | 17 | 18 | 18 | 17 | 18 |
Bars Traded | 9532 | 4035 | 5497 | 9532 | 4035 | 5497 |
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 | 426557 | 387116 | -214529 | -260070 | -210703 | -400383 |
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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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