Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269469.9626 | 200661.1711 | 68808.7915 | 326583.8945 | 234996.6879 | 91587.2066 |
Total P&L (%) | 269.47 | 200.6612 | 68.8088 | 326.5839 | 234.9967 | 91.5872 |
Avg Daily Profit (%) | 0.2587 | 0.1926 | 0.0661 | 0.1394 | 0.1161 | 0.0624 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50867 | -62786 | -68002 | -213465 | -245182 | -137890 |
Profit Factor | 1.2459 | 1.3603 | 1.1277 | 1.1329 | 1.1816 | 1.0788 |
Total Trades | 728 | 364 | 364 | 728 | 364 | 364 |
Winning Trades | 338 | 167 | 171 | 338 | 167 | 171 |
Losing Trades | 390 | 197 | 193 | 390 | 197 | 193 |
Profitability (%) | 46.4286 | 45.8791 | 46.978 | 46.4286 | 45.8791 | 46.978 |
Ratio Avg Win / Avg Loss | 1.4376 | 1.6046 | 1.2728 | 1.3072 | 1.3938 | 1.2176 |
Largest Winning Trade | 62556 | 62556 | 24198 | 212058 | 212058 | 89487 |
Largest Losing Trade | -18441 | -18080 | -18441 | -90800 | -90800 | -67466 |
Avg Bars in Trades | 33 | 31 | 35 | 33 | 31 | 35 |
Avg Bars in Winners | 45 | 40 | 50 | 45 | 40 | 50 |
Avg Bars in Losers | 23 | 24 | 23 | 23 | 24 | 23 |
Bars Traded | 24629 | 11542 | 13087 | 24629 | 11542 | 13087 |
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 | 370445 | 319185 | -184652 | -78885 | -59008 | -243264 |
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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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