Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371371.7144 | 223712.7362 | 147658.9782 | 230098.1397 | 184654.8647 | 45443.275 |
Total P&L (%) | 371.3717 | 223.7127 | 147.659 | 230.0981 | 184.6549 | 45.4433 |
Avg Daily Profit (%) | 0.2201 | 0.1326 | 0.0875 | 0.0708 | 0.062 | 0.0222 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -243073 | -194112 | -161004 | -111023 | -56423 | -97037 |
Profit Factor | 1.2381 | 1.2898 | 1.1875 | 1.2489 | 1.4 | 1.0982 |
Total Trades | 545 | 272 | 273 | 545 | 272 | 273 |
Winning Trades | 226 | 110 | 116 | 226 | 110 | 116 |
Losing Trades | 319 | 162 | 157 | 319 | 162 | 157 |
Profitability (%) | 41.4679 | 40.4412 | 42.4908 | 41.4679 | 40.4412 | 42.4908 |
Ratio Avg Win / Avg Loss | 1.7477 | 1.8995 | 1.6072 | 1.7629 | 2.0618 | 1.4864 |
Largest Winning Trade | 91641 | 91641 | 39561 | 90018 | 90018 | 45995 |
Largest Losing Trade | -23519 | -21936 | -23519 | -37923 | -25607 | -37923 |
Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Winners | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 6742 | 3227 | 3515 | 6742 | 3227 | 3515 |
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 | 303013 | -17484 | -91049 | -97724 | -110891 | -279203 |
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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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