Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458726.8754 | 381714.179 | 77012.6965 | 107285.3565 | 55921.5448 | 51363.8117 |
Total P&L (%) | 458.7269 | 381.7142 | 77.0127 | 107.2854 | 55.9215 | 51.3638 |
Avg Daily Profit (%) | 0.1948 | 0.1621 | 0.0327 | 0.031 | 0.0189 | 0.0176 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157601 | -121003 | -264300 | -216476 | -181280 | -282188 |
Profit Factor | 1.2737 | 1.5242 | 1.0813 | 1.0547 | 1.0618 | 1.0486 |
Total Trades | 405 | 203 | 202 | 405 | 203 | 202 |
Winning Trades | 214 | 101 | 113 | 214 | 101 | 113 |
Losing Trades | 191 | 102 | 89 | 191 | 102 | 89 |
Profitability (%) | 52.8395 | 49.7537 | 55.9406 | 52.8395 | 49.7537 | 55.9406 |
Ratio Avg Win / Avg Loss | 1.1368 | 1.5393 | 0.8516 | 0.9413 | 1.0723 | 0.8259 |
Largest Winning Trade | 66733 | 66733 | 56660 | 69002 | 41686 | 69002 |
Largest Losing Trade | -55314 | -26592 | -55314 | -62084 | -37793 | -62084 |
Avg Bars in Trades | 34 | 28 | 39 | 34 | 28 | 39 |
Avg Bars in Winners | 36 | 30 | 41 | 36 | 30 | 41 |
Avg Bars in Losers | 32 | 27 | 37 | 32 | 27 | 37 |
Bars Traded | 13950 | 5877 | 8073 | 13950 | 5877 | 8073 |
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 | 359455 | 379846 | -280746 | -311093 | -320468 | -338051 |
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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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