Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 450807.4213 | 357901.7248 | 92905.6965 | 282506.0752 | 242929.0143 | 39577.0609 |
Total P&L (%) | 450.8074 | 357.9017 | 92.9057 | 282.5061 | 242.929 | 39.5771 |
Avg Daily Profit (%) | 0.2056 | 0.1633 | 0.0424 | 0.0612 | 0.0562 | 0.0152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90118 | -56914 | -84432 | -328451 | -200439 | -226457 |
Profit Factor | 1.4739 | 1.8096 | 1.1825 | 1.1311 | 1.246 | 1.0339 |
Total Trades | 273 | 137 | 136 | 273 | 137 | 136 |
Winning Trades | 160 | 82 | 78 | 160 | 82 | 78 |
Losing Trades | 113 | 55 | 58 | 113 | 55 | 58 |
Profitability (%) | 58.6081 | 59.854 | 57.3529 | 58.6081 | 59.854 | 57.3529 |
Ratio Avg Win / Avg Loss | 1.041 | 1.2138 | 0.8793 | 0.7988 | 0.8357 | 0.7688 |
Largest Winning Trade | 90538 | 90538 | 34398 | 167970 | 167970 | 97544 |
Largest Losing Trade | -66877 | -48671 | -66877 | -162624 | -93826 | -162624 |
Avg Bars in Trades | 47 | 47 | 46 | 47 | 47 | 46 |
Avg Bars in Winners | 45 | 42 | 48 | 45 | 42 | 48 |
Avg Bars in Losers | 50 | 55 | 44 | 50 | 55 | 44 |
Bars Traded | 12885 | 6526 | 6359 | 12885 | 6526 | 6359 |
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 | 408960 | 385743 | -157010 | -186670 | -118656 | -358943 |
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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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