Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307371.1653 | 200489.2037 | 106881.9616 | 587475.8678 | 729604.094 | -142128.2262 |
Total P&L (%) | 307.3712 | 200.4892 | 106.882 | 587.4759 | 729.6041 | -142.1282 |
Avg Daily Profit (%) | 0.2951 | 0.1925 | 0.1026 | 0.1852 | 0.2033 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88530 | -72294 | -70948 | -1047733 | -387577 | -897943 |
Profit Factor | 1.39 | 1.5416 | 1.2557 | 1.1319 | 1.3724 | 0.943 |
Total Trades | 566 | 283 | 283 | 566 | 283 | 283 |
Winning Trades | 252 | 118 | 134 | 252 | 118 | 134 |
Losing Trades | 314 | 165 | 149 | 314 | 165 | 149 |
Profitability (%) | 44.523 | 41.6961 | 47.3498 | 44.523 | 41.6961 | 47.3498 |
Ratio Avg Win / Avg Loss | 1.7319 | 2.1556 | 1.3963 | 1.4104 | 1.9191 | 1.0486 |
Largest Winning Trade | 49012 | 49012 | 47167 | 521627 | 521627 | 356817 |
Largest Losing Trade | -30710 | -15895 | -30710 | -363426 | -196269 | -363426 |
Avg Bars in Trades | 43 | 37 | 49 | 43 | 37 | 49 |
Avg Bars in Winners | 61 | 49 | 72 | 61 | 49 | 72 |
Avg Bars in Losers | 29 | 28 | 29 | 29 | 28 | 29 |
Bars Traded | 24680 | 10584 | 14096 | 24680 | 10584 | 14096 |
Profit Streak | 0 | 0 | 5.1225 | 0 | 0 | 5.1225 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396206 | 285236 | -55108 | -66682 | 266368 | -578034 |
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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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