Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 537475.3169 | 402107.9945 | 135367.3223 | 819950.5658 | 250191.0672 | 569759.4986 |
Total P&L (%) | 537.4753 | 402.108 | 135.3673 | 819.9506 | 250.1911 | 569.7595 |
Avg Daily Profit (%) | 0.2887 | 0.216 | 0.0727 | 0.1193 | 0.0673 | 0.1022 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110210 | -151999 | -83420 | -1275259 | -906915 | -775543 |
Profit Factor | 1.5518 | 1.8069 | 1.2846 | 1.1362 | 1.0795 | 1.1982 |
Total Trades | 299 | 149 | 150 | 299 | 149 | 150 |
Winning Trades | 117 | 53 | 64 | 117 | 53 | 64 |
Losing Trades | 182 | 96 | 86 | 182 | 96 | 86 |
Profitability (%) | 39.1304 | 35.5705 | 42.6667 | 39.1304 | 35.5705 | 42.6667 |
Ratio Avg Win / Avg Loss | 2.4139 | 3.2729 | 1.7261 | 1.7673 | 1.9553 | 1.6101 |
Largest Winning Trade | 157430 | 157430 | 47258 | 1039483 | 1039483 | 568390 |
Largest Losing Trade | -26072 | -19632 | -26072 | -312299 | -312299 | -251273 |
Avg Bars in Trades | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Winners | 33 | 31 | 34 | 33 | 31 | 34 |
Avg Bars in Losers | 9 | 8 | 9 | 9 | 8 | 9 |
Bars Traded | 5521 | 2537 | 2984 | 5521 | 2537 | 2984 |
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 | 329191 | 204911 | -97098 | -105392 | -240482 | -59872 |
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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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