Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 466107.2647 | 195546.6772 | 270560.5875 | 1183168.7514 | 72213.0807 | 1110955.6707 |
Total P&L (%) | 466.1073 | 195.5467 | 270.5606 | 1183.1688 | 72.2131 | 1110.9557 |
Avg Daily Profit (%) | 0.3138 | 0.1317 | 0.1822 | 0.172 | 0.0366 | 0.1681 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125921 | -114950 | -58768 | -2520400 | -2303595 | -1306196 |
Profit Factor | 1.4262 | 1.2799 | 1.6847 | 1.1093 | 1.0112 | 1.2532 |
Total Trades | 341 | 170 | 171 | 341 | 170 | 171 |
Winning Trades | 165 | 63 | 102 | 165 | 63 | 102 |
Losing Trades | 176 | 107 | 69 | 176 | 107 | 69 |
Profitability (%) | 48.3871 | 37.0588 | 59.6491 | 48.3871 | 37.0588 | 59.6491 |
Ratio Avg Win / Avg Loss | 1.5213 | 2.1739 | 1.1396 | 1.1833 | 1.7175 | 0.8478 |
Largest Winning Trade | 89556 | 89556 | 49272 | 632961 | 632961 | 604238 |
Largest Losing Trade | -27232 | -27232 | -25502 | -423588 | -423588 | -384189 |
Avg Bars in Trades | 12 | 19 | 6 | 12 | 19 | 6 |
Avg Bars in Winners | 13 | 23 | 6 | 13 | 23 | 6 |
Avg Bars in Losers | 12 | 16 | 6 | 12 | 16 | 6 |
Bars Traded | 4417 | 3276 | 1141 | 4417 | 3276 | 1141 |
Profit Streak | 0 | 11.1006 | 0 | 0 | 11.1006 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431760 | -19978 | 411043 | -91042 | -354858 | 279534 |
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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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