Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 552199.2568 | 431613.3531 | 120585.9037 | 1086605.1701 | 389624.7291 | 696980.441 |
Total P&L (%) | 552.1993 | 431.6134 | 120.5859 | 1086.6052 | 389.6247 | 696.9804 |
Avg Daily Profit (%) | 0.311 | 0.2431 | 0.0679 | 0.1394 | 0.0895 | 0.117 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106543 | -106252 | -96225 | -2490937 | -2168452 | -666884 |
Profit Factor | 1.5043 | 1.8026 | 1.2164 | 1.1076 | 1.0707 | 1.1519 |
Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Winning Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Losing Trades | 156 | 79 | 77 | 156 | 79 | 77 |
Profitability (%) | 39.2996 | 38.7597 | 39.8438 | 39.2996 | 38.7597 | 39.8438 |
Ratio Avg Win / Avg Loss | 2.3234 | 2.8481 | 1.8365 | 1.7108 | 1.6918 | 1.7391 |
Largest Winning Trade | 123405 | 123405 | 66415 | 843849 | 843849 | 767496 |
Largest Losing Trade | -33319 | -27543 | -33319 | -420732 | -388343 | -420732 |
Avg Bars in Trades | 81 | 78 | 85 | 81 | 78 | 85 |
Avg Bars in Winners | 140 | 134 | 147 | 140 | 134 | 147 |
Avg Bars in Losers | 43 | 42 | 44 | 43 | 42 | 44 |
Bars Traded | 21036 | 10100 | 10936 | 21036 | 10100 | 10936 |
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 | 310072 | 245719 | -105730 | -110352 | -219643 | -92965 |
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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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