Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560263.1616 | 449305.5203 | 110957.6413 | 256978.8455 | 253944.4653 | 3034.3802 |
Total P&L (%) | 560.2632 | 449.3055 | 110.9576 | 256.9788 | 253.9445 | 3.0344 |
Avg Daily Profit (%) | 0.3011 | 0.2415 | 0.0596 | 0.0684 | 0.068 | 0.0016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182973 | -100175 | -126086 | -1213345 | -937592 | -747884 |
Profit Factor | 1.4259 | 1.6292 | 1.1845 | 1.0364 | 1.06 | 1.0011 |
Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
Winning Trades | 137 | 64 | 73 | 137 | 64 | 73 |
Losing Trades | 167 | 88 | 79 | 167 | 88 | 79 |
Profitability (%) | 45.0658 | 42.1053 | 48.0263 | 45.0658 | 42.1053 | 48.0263 |
Ratio Avg Win / Avg Loss | 1.7381 | 2.2401 | 1.2818 | 1.2634 | 1.4576 | 1.0834 |
Largest Winning Trade | 114102 | 114102 | 49740 | 511304 | 511304 | 197757 |
Largest Losing Trade | -77345 | -36545 | -77345 | -450471 | -450471 | -420495 |
Avg Bars in Trades | 24 | 27 | 20 | 24 | 27 | 20 |
Avg Bars in Winners | 29 | 34 | 25 | 29 | 34 | 25 |
Avg Bars in Losers | 19 | 21 | 16 | 19 | 21 | 16 |
Bars Traded | 7309 | 4147 | 3162 | 7309 | 4147 | 3162 |
Profit Streak | 0 | 0 | 12.5681 | 0 | 0 | 12.5681 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389331 | 306312 | -130534 | -282119 | -259234 | -575423 |
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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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