Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386664.9821 | 215005.8334 | 171659.1487 | 500940.2504 | 272414.8744 | 228525.3761 |
Total P&L (%) | 386.665 | 215.0058 | 171.6591 | 500.9403 | 272.4149 | 228.5254 |
Avg Daily Profit (%) | 0.2057 | 0.1144 | 0.0913 | 0.0954 | 0.07 | 0.0633 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87744 | -63227 | -70500 | -556190 | -241050 | -385625 |
Profit Factor | 1.3656 | 1.4006 | 1.3295 | 1.1371 | 1.1468 | 1.1272 |
Total Trades | 361 | 180 | 181 | 361 | 180 | 181 |
Winning Trades | 176 | 82 | 94 | 176 | 82 | 94 |
Losing Trades | 185 | 98 | 87 | 185 | 98 | 87 |
Profitability (%) | 48.7535 | 45.5556 | 51.9337 | 48.7535 | 45.5556 | 51.9337 |
Ratio Avg Win / Avg Loss | 1.4354 | 1.6739 | 1.2305 | 1.1953 | 1.3706 | 1.0432 |
Largest Winning Trade | 79814 | 79814 | 44386 | 180627 | 180627 | 140511 |
Largest Losing Trade | -38800 | -21941 | -38800 | -107833 | -87980 | -107833 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 23 | 23 | 23 | 23 | 23 | 23 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 7343 | 3649 | 3694 | 7343 | 3649 | 3694 |
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 | 354054 | -39553 | -69861 | -133109 | -159595 | -188141 |
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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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