Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460685.2236 | 353733.8253 | 106951.3982 | 338439.4105 | 223431.2959 | 115008.1146 |
Total P&L (%) | 460.6852 | 353.7338 | 106.9514 | 338.4394 | 223.4313 | 115.0081 |
Avg Daily Profit (%) | 0.2496 | 0.1916 | 0.0579 | 0.0801 | 0.0636 | 0.0415 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222141 | -137690 | -144804 | -770577 | -420102 | -415575 |
Profit Factor | 1.3884 | 1.5517 | 1.1963 | 1.1437 | 1.1802 | 1.1031 |
Total Trades | 273 | 137 | 136 | 273 | 137 | 136 |
Winning Trades | 152 | 72 | 80 | 152 | 72 | 80 |
Losing Trades | 121 | 65 | 56 | 121 | 65 | 56 |
Profitability (%) | 55.6777 | 52.5547 | 58.8235 | 55.6777 | 52.5547 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.1052 | 1.4008 | 0.8374 | 0.9104 | 1.0654 | 0.7722 |
Largest Winning Trade | 82449 | 82449 | 49625 | 239075 | 144796 | 239075 |
Largest Losing Trade | -48258 | -48258 | -45707 | -288546 | -232525 | -288546 |
Avg Bars in Trades | 79 | 82 | 76 | 79 | 82 | 76 |
Avg Bars in Winners | 88 | 99 | 78 | 88 | 99 | 78 |
Avg Bars in Losers | 68 | 63 | 73 | 68 | 63 | 73 |
Bars Traded | 21688 | 11293 | 10395 | 21688 | 11293 | 10395 |
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 | 389993 | 335215 | -120867 | -147978 | -130175 | -245332 |
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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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