Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 229225.8924 | 209768.4898 | 19457.4026 | 65891.8765 | 45225.5667 | 20666.3098 |
Total P&L (%) | 229.2259 | 209.7685 | 19.4574 | 65.8919 | 45.2256 | 20.6663 |
Avg Daily Profit (%) | 0.2201 | 0.2014 | 0.0187 | 0.0486 | 0.0358 | 0.018 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111282 | -93480 | -98987 | -173109 | -195646 | -106780 |
Profit Factor | 1.2219 | 1.4062 | 1.0377 | 1.0517 | 1.0683 | 1.0338 |
Total Trades | 413 | 207 | 206 | 413 | 207 | 206 |
Winning Trades | 198 | 97 | 101 | 198 | 97 | 101 |
Losing Trades | 215 | 110 | 105 | 215 | 110 | 105 |
Profitability (%) | 47.9419 | 46.8599 | 49.0291 | 47.9419 | 46.8599 | 49.0291 |
Ratio Avg Win / Avg Loss | 1.3269 | 1.5946 | 1.0788 | 1.142 | 1.2114 | 1.0747 |
Largest Winning Trade | 110284 | 110284 | 33036 | 64488 | 64488 | 51099 |
Largest Losing Trade | -42448 | -42448 | -26430 | -112318 | -112318 | -40248 |
Avg Bars in Trades | 59 | 59 | 60 | 59 | 59 | 60 |
Avg Bars in Winners | 73 | 73 | 73 | 73 | 73 | 73 |
Avg Bars in Losers | 47 | 47 | 47 | 47 | 47 | 47 |
Bars Traded | 24745 | 12322 | 12423 | 24745 | 12322 | 12423 |
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 | 315282 | 316213 | -354082 | -290562 | -292935 | -358419 |
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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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