Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276727.8903 | 238668.3461 | 38059.5442 | 63553.3602 | 16492.2277 | 47061.1325 |
Total P&L (%) | 276.7279 | 238.6683 | 38.0595 | 63.5534 | 16.4922 | 47.0611 |
Avg Daily Profit (%) | 0.2657 | 0.2291 | 0.0365 | 0.0472 | 0.0147 | 0.037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135349 | -79204 | -107730 | -637979 | -412166 | -465377 |
Profit Factor | 1.2139 | 1.3763 | 1.0577 | 1.0199 | 1.0102 | 1.0297 |
Total Trades | 420 | 210 | 210 | 420 | 210 | 210 |
Winning Trades | 198 | 96 | 102 | 198 | 96 | 102 |
Losing Trades | 222 | 114 | 108 | 222 | 114 | 108 |
Profitability (%) | 47.1429 | 45.7143 | 48.5714 | 47.1429 | 45.7143 | 48.5714 |
Ratio Avg Win / Avg Loss | 1.361 | 1.6343 | 1.1199 | 1.1435 | 1.1997 | 1.0902 |
Largest Winning Trade | 106597 | 106597 | 31691 | 149222 | 149222 | 146927 |
Largest Losing Trade | -39686 | -24669 | -39686 | -250108 | -125076 | -250108 |
Avg Bars in Trades | 58 | 58 | 59 | 58 | 58 | 59 |
Avg Bars in Winners | 66 | 66 | 66 | 66 | 66 | 66 |
Avg Bars in Losers | 52 | 51 | 53 | 52 | 51 | 53 |
Bars Traded | 24774 | 12234 | 12540 | 24774 | 12234 | 12540 |
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 | 317665 | 302687 | -303540 | -327828 | -392877 | -332945 |
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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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