Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237770.6843 | 162966.3652 | 74804.3191 | 382078.2389 | 378476.1035 | 3602.1354 |
Total P&L (%) | 237.7707 | 162.9664 | 74.8043 | 382.0782 | 378.4761 | 3.6021 |
Avg Daily Profit (%) | 0.4565 | 0.3129 | 0.1436 | 0.3025 | 0.301 | 0.0068 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58139 | -45589 | -38470 | -419322 | -215927 | -272553 |
Profit Factor | 1.4169 | 1.5597 | 1.268 | 1.1727 | 1.3342 | 1.0033 |
Total Trades | 354 | 177 | 177 | 354 | 177 | 177 |
Winning Trades | 141 | 73 | 68 | 141 | 73 | 68 |
Losing Trades | 213 | 104 | 109 | 213 | 104 | 109 |
Profitability (%) | 39.8305 | 41.2429 | 38.4181 | 39.8305 | 41.2429 | 38.4181 |
Ratio Avg Win / Avg Loss | 2.1405 | 2.2221 | 2.0325 | 1.7715 | 1.9008 | 1.6083 |
Largest Winning Trade | 62078 | 62078 | 33342 | 207067 | 207067 | 117100 |
Largest Losing Trade | -13543 | -12260 | -13543 | -64499 | -64499 | -55985 |
Avg Bars in Trades | 69 | 66 | 72 | 69 | 66 | 72 |
Avg Bars in Winners | 104 | 91 | 118 | 104 | 91 | 118 |
Avg Bars in Losers | 46 | 48 | 44 | 46 | 48 | 44 |
Bars Traded | 24647 | 11759 | 12887 | 24647 | 11759 | 12887 |
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 | 325812 | 279552 | -5008 | -23665 | 226290 | -569974 |
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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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