Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 212381.6389 | 109992.867 | 102388.7719 | 169068.0985 | 28279.1748 | 140788.9237 |
Total P&L (%) | 212.3816 | 109.9929 | 102.3888 | 169.0681 | 28.2792 | 140.7889 |
Avg Daily Profit (%) | 0.2039 | 0.1056 | 0.0983 | 0.0951 | 0.0239 | 0.0844 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80269 | -79351 | -71162 | -207966 | -237243 | -181672 |
Profit Factor | 1.2095 | 1.2228 | 1.197 | 1.068 | 1.0232 | 1.1111 |
Total Trades | 644 | 322 | 322 | 644 | 322 | 322 |
Winning Trades | 302 | 146 | 156 | 302 | 146 | 156 |
Losing Trades | 342 | 176 | 166 | 342 | 176 | 166 |
Profitability (%) | 46.8944 | 45.3416 | 48.4472 | 46.8944 | 45.3416 | 48.4472 |
Ratio Avg Win / Avg Loss | 1.3697 | 1.474 | 1.2737 | 1.2095 | 1.2334 | 1.1824 |
Largest Winning Trade | 64935 | 64935 | 35583 | 96822 | 96048 | 96822 |
Largest Losing Trade | -26043 | -14515 | -26043 | -87739 | -41403 | -87739 |
Avg Bars in Trades | 38 | 33 | 43 | 38 | 33 | 43 |
Avg Bars in Winners | 48 | 38 | 58 | 48 | 38 | 58 |
Avg Bars in Losers | 28 | 28 | 29 | 28 | 28 | 29 |
Bars Traded | 24631 | 10691 | 13940 | 24631 | 10691 | 13940 |
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 | 336313 | -53080 | -65068 | -209597 | -359877 | -178019 |
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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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