Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384634.6989 | 269294.1693 | 115340.5296 | 222069.3199 | 75505.0165 | 146564.3034 |
Total P&L (%) | 384.6347 | 269.2942 | 115.3405 | 222.0693 | 75.505 | 146.5643 |
Avg Daily Profit (%) | 0.3752 | 0.2627 | 0.1125 | 0.1142 | 0.0549 | 0.0881 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92125 | -104723 | -45570 | -464430 | -360506 | -214134 |
Profit Factor | 1.4772 | 1.4771 | 1.4775 | 1.0848 | 1.0416 | 1.1822 |
Total Trades | 329 | 164 | 165 | 329 | 164 | 165 |
Winning Trades | 142 | 62 | 80 | 142 | 62 | 80 |
Losing Trades | 187 | 102 | 85 | 187 | 102 | 85 |
Profitability (%) | 43.1611 | 37.8049 | 48.4848 | 43.1611 | 37.8049 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.9453 | 2.43 | 1.5698 | 1.4286 | 1.7136 | 1.2561 |
Largest Winning Trade | 194384 | 194384 | 25942 | 394579 | 394579 | 65240 |
Largest Losing Trade | -21396 | -21396 | -14499 | -85399 | -85399 | -59385 |
Avg Bars in Trades | 73 | 123 | 25 | 73 | 123 | 25 |
Avg Bars in Winners | 104 | 193 | 34 | 104 | 193 | 34 |
Avg Bars in Losers | 51 | 80 | 16 | 51 | 80 | 16 |
Bars Traded | 24332 | 20178 | 4154 | 24332 | 20178 | 4154 |
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 | 376459 | 215824 | -40510 | -168796 | -297716 | -95457 |
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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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