Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 510678.9655 | 305062.6853 | 205616.2802 | 171000.1192 | 134393.0532 | 36607.0659 |
Total P&L (%) | 510.679 | 305.0627 | 205.6163 | 171.0001 | 134.3931 | 36.6071 |
Avg Daily Profit (%) | 0.3075 | 0.1837 | 0.1238 | 0.06 | 0.0513 | 0.0188 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160211 | -89766 | -150174 | -310975 | -196604 | -302265 |
Profit Factor | 1.3065 | 1.3644 | 1.248 | 1.0658 | 1.1052 | 1.0277 |
Total Trades | 384 | 192 | 192 | 384 | 192 | 192 |
Winning Trades | 212 | 102 | 110 | 212 | 102 | 110 |
Losing Trades | 172 | 90 | 82 | 172 | 90 | 82 |
Profitability (%) | 55.2083 | 53.125 | 57.2917 | 55.2083 | 53.125 | 57.2917 |
Ratio Avg Win / Avg Loss | 1.06 | 1.2039 | 0.9304 | 0.8647 | 0.9751 | 0.7661 |
Largest Winning Trade | 120051 | 120051 | 51273 | 115776 | 115776 | 52472 |
Largest Losing Trade | -40742 | -35609 | -40742 | -115237 | -87940 | -115237 |
Avg Bars in Trades | 25 | 25 | 25 | 25 | 25 | 25 |
Avg Bars in Winners | 25 | 25 | 25 | 25 | 25 | 25 |
Avg Bars in Losers | 25 | 25 | 25 | 25 | 25 | 25 |
Bars Traded | 9702 | 4854 | 4848 | 9702 | 4854 | 4848 |
Profit Streak | 0 | 0 | 16.772 | 0 | 0 | 16.772 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433442 | 327292 | -27406 | -259622 | -229795 | -359760 |
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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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