Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 457830.3276 | 355683.8212 | 102146.5064 | 578268.4888 | 401401.4638 | 176867.025 |
Total P&L (%) | 457.8303 | 355.6838 | 102.1465 | 578.2685 | 401.4015 | 176.867 |
Avg Daily Profit (%) | 0.4395 | 0.3415 | 0.0981 | 0.184 | 0.1549 | 0.0978 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85327 | -78132 | -32004 | -670088 | -427154 | -263856 |
Profit Factor | 1.7354 | 1.9185 | 1.4341 | 1.2279 | 1.2649 | 1.1731 |
Total Trades | 261 | 131 | 130 | 261 | 131 | 130 |
Winning Trades | 120 | 50 | 70 | 120 | 50 | 70 |
Losing Trades | 141 | 81 | 60 | 141 | 81 | 60 |
Profitability (%) | 45.977 | 38.1679 | 53.8462 | 45.977 | 38.1679 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.0391 | 3.108 | 1.2292 | 1.4428 | 2.0492 | 1.0055 |
Largest Winning Trade | 305737 | 305737 | 16952 | 635585 | 635585 | 116306 |
Largest Losing Trade | -24517 | -24517 | -12172 | -165066 | -165066 | -150677 |
Avg Bars in Trades | 94 | 141 | 48 | 94 | 141 | 48 |
Avg Bars in Winners | 117 | 219 | 44 | 117 | 219 | 44 |
Avg Bars in Losers | 75 | 92 | 52 | 75 | 92 | 52 |
Bars Traded | 24735 | 18494 | 6241 | 24735 | 18494 | 6241 |
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 | 459320 | 275944 | -60860 | 264418 | 122696 | -92247 |
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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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