Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 686829.9238 | 623977.7354 | 62852.1884 | 162519.3705 | 96662.2659 | 65857.1046 |
Total P&L (%) | 686.8299 | 623.9777 | 62.8522 | 162.5194 | 96.6623 | 65.8571 |
Avg Daily Profit (%) | 0.2851 | 0.259 | 0.0261 | 0.0401 | 0.0281 | 0.021 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129984 | -105320 | -112029 | -1084438 | -954948 | -456784 |
Profit Factor | 1.5363 | 1.92 | 1.1043 | 1.0276 | 1.0295 | 1.0252 |
Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
Winning Trades | 134 | 66 | 68 | 134 | 66 | 68 |
Losing Trades | 170 | 86 | 84 | 170 | 86 | 84 |
Profitability (%) | 44.0789 | 43.4211 | 44.7368 | 44.0789 | 43.4211 | 44.7368 |
Ratio Avg Win / Avg Loss | 1.949 | 2.5018 | 1.3641 | 1.3037 | 1.3415 | 1.2665 |
Largest Winning Trade | 355703 | 355703 | 60031 | 614072 | 614072 | 457485 |
Largest Losing Trade | -30231 | -24412 | -30231 | -306205 | -306205 | -241702 |
Avg Bars in Trades | 30 | 26 | 34 | 30 | 26 | 34 |
Avg Bars in Winners | 43 | 33 | 52 | 43 | 33 | 52 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 9417 | 4103 | 5314 | 9417 | 4103 | 5314 |
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 | 384871 | 365332 | -266096 | -330244 | -345475 | -359651 |
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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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