Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 653909.3805 | 551608.5356 | 102300.8449 | 469004.4905 | 324824.4849 | 144180.0056 |
Total P&L (%) | 653.9094 | 551.6085 | 102.3008 | 469.0045 | 324.8245 | 144.18 |
Avg Daily Profit (%) | 0.3139 | 0.2648 | 0.0491 | 0.0835 | 0.0695 | 0.0429 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194777 | -105631 | -201589 | -610879 | -627174 | -570060 |
Profit Factor | 1.5652 | 2.0127 | 1.1671 | 1.1244 | 1.1795 | 1.0735 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 100 | 46 | 54 | 100 | 46 | 54 |
Losing Trades | 154 | 81 | 73 | 154 | 81 | 73 |
Profitability (%) | 39.3701 | 36.2205 | 42.5197 | 39.3701 | 36.2205 | 42.5197 |
Ratio Avg Win / Avg Loss | 2.4105 | 3.544 | 1.5778 | 1.7316 | 2.077 | 1.4513 |
Largest Winning Trade | 250613 | 250613 | 55315 | 444261 | 444261 | 340564 |
Largest Losing Trade | -52013 | -34942 | -52013 | -222274 | -148609 | -222274 |
Avg Bars in Trades | 96 | 82 | 110 | 96 | 82 | 110 |
Avg Bars in Winners | 168 | 145 | 188 | 168 | 145 | 188 |
Avg Bars in Losers | 49 | 47 | 52 | 49 | 47 | 52 |
Bars Traded | 24501 | 10485 | 14016 | 24501 | 10485 | 14016 |
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 | 324788 | 246246 | -166056 | -166857 | -127727 | -278414 |
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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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