Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 544880.5278 | 438464.9601 | 106415.5677 | 706523.0636 | 115552.5519 | 590970.5117 |
Total P&L (%) | 544.8805 | 438.465 | 106.4156 | 706.5231 | 115.5526 | 590.9705 |
Avg Daily Profit (%) | 0.2918 | 0.2348 | 0.057 | 0.1119 | 0.0411 | 0.1036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76624 | -89941 | -108221 | -745776 | -812921 | -390640 |
Profit Factor | 1.7036 | 2.2181 | 1.2568 | 1.1352 | 1.0414 | 1.2425 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 117 | 56 | 61 | 117 | 56 | 61 |
Losing Trades | 134 | 69 | 65 | 134 | 69 | 65 |
Profitability (%) | 46.6135 | 44.8 | 48.4127 | 46.6135 | 44.8 | 48.4127 |
Ratio Avg Win / Avg Loss | 1.9511 | 2.7331 | 1.3392 | 1.3002 | 1.2832 | 1.324 |
Largest Winning Trade | 288612 | 288612 | 58355 | 353308 | 353308 | 328360 |
Largest Losing Trade | -60333 | -34423 | -60333 | -399462 | -399462 | -181229 |
Avg Bars in Trades | 43 | 42 | 44 | 43 | 42 | 44 |
Avg Bars in Winners | 57 | 56 | 57 | 57 | 56 | 57 |
Avg Bars in Losers | 31 | 31 | 31 | 31 | 31 | 31 |
Bars Traded | 10955 | 5354 | 5601 | 10955 | 5354 | 5601 |
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 | 433695 | 356234 | -117833 | -115012 | -315131 | -55393 |
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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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