Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164396.4706 | 119248.9644 | 45147.5061 | 99856.9194 | 70902.5032 | 28954.4162 |
Total P&L (%) | 164.3965 | 119.249 | 45.1475 | 99.8569 | 70.9025 | 28.9544 |
Avg Daily Profit (%) | 0.3156 | 0.229 | 0.0867 | 0.133 | 0.103 | 0.0488 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79101 | -69365 | -40041 | -303648 | -279399 | -116709 |
Profit Factor | 1.2229 | 1.312 | 1.1271 | 1.0558 | 1.0739 | 1.035 |
Total Trades | 450 | 225 | 225 | 450 | 225 | 225 |
Winning Trades | 196 | 93 | 103 | 196 | 93 | 103 |
Losing Trades | 254 | 132 | 122 | 254 | 132 | 122 |
Profitability (%) | 43.5556 | 41.3333 | 45.7778 | 43.5556 | 41.3333 | 45.7778 |
Ratio Avg Win / Avg Loss | 1.5848 | 1.8621 | 1.335 | 1.3683 | 1.5242 | 1.2259 |
Largest Winning Trade | 91911 | 91911 | 28258 | 200423 | 200423 | 71908 |
Largest Losing Trade | -15405 | -11312 | -15405 | -73779 | -49795 | -73779 |
Avg Bars in Trades | 55 | 50 | 60 | 55 | 50 | 60 |
Avg Bars in Winners | 73 | 61 | 83 | 73 | 61 | 83 |
Avg Bars in Losers | 41 | 41 | 40 | 41 | 41 | 40 |
Bars Traded | 24804 | 11297 | 13507 | 24804 | 11297 | 13507 |
Profit Streak | 0 | 1.1748 | 0 | 0 | 1.1748 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309962 | 108952 | -161345 | -175244 | -199788 | -314566 |
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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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