Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 201277.5488 | 145347.3419 | 55930.2069 | 103327.9903 | 88738.0046 | 14589.9857 |
Total P&L (%) | 201.2775 | 145.3473 | 55.9302 | 103.328 | 88.738 | 14.59 |
Avg Daily Profit (%) | 0.1932 | 0.1395 | 0.0537 | 0.0681 | 0.061 | 0.0131 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72347 | -86143 | -94548 | -85765 | -66324 | -67141 |
Profit Factor | 1.205 | 1.311 | 1.1088 | 1.105 | 1.1824 | 1.0293 |
Total Trades | 559 | 279 | 280 | 559 | 279 | 280 |
Winning Trades | 249 | 109 | 140 | 249 | 109 | 140 |
Losing Trades | 310 | 170 | 140 | 310 | 170 | 140 |
Profitability (%) | 44.5438 | 39.0681 | 50 | 44.5438 | 39.0681 | 50 |
Ratio Avg Win / Avg Loss | 1.5003 | 2.0447 | 1.1088 | 1.3757 | 1.8441 | 1.0293 |
Largest Winning Trade | 73457 | 73457 | 23743 | 76510 | 76510 | 47020 |
Largest Losing Trade | -26877 | -18722 | -26877 | -45880 | -45880 | -36266 |
Avg Bars in Trades | 44 | 43 | 44 | 44 | 43 | 44 |
Avg Bars in Winners | 59 | 63 | 56 | 59 | 63 | 56 |
Avg Bars in Losers | 32 | 31 | 33 | 32 | 31 | 33 |
Bars Traded | 24736 | 12193 | 12543 | 24736 | 12193 | 12543 |
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 | 323164 | -8847 | -222139 | -206128 | -133576 | -385696 |
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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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