Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386282.4058 | 304375.3025 | 81907.1033 | 287019.927 | 241407.0737 | 45612.8532 |
Total P&L (%) | 386.2824 | 304.3753 | 81.9071 | 287.0199 | 241.4071 | 45.6129 |
Avg Daily Profit (%) | 0.3708 | 0.2922 | 0.0786 | 0.13 | 0.118 | 0.0361 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111780 | -82379 | -65224 | -868950 | -658411 | -391973 |
Profit Factor | 1.609 | 1.8919 | 1.2795 | 1.0798 | 1.1271 | 1.0269 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 94 | 42 | 52 | 94 | 42 | 52 |
Losing Trades | 144 | 77 | 67 | 144 | 77 | 67 |
Profitability (%) | 39.4958 | 35.2941 | 43.6975 | 39.4958 | 35.2941 | 43.6975 |
Ratio Avg Win / Avg Loss | 2.4648 | 3.4685 | 1.6486 | 1.6542 | 2.0664 | 1.3231 |
Largest Winning Trade | 169466 | 169466 | 30817 | 610444 | 610444 | 244904 |
Largest Losing Trade | -29317 | -29317 | -13189 | -218519 | -218519 | -149701 |
Avg Bars in Trades | 103 | 91 | 115 | 103 | 91 | 115 |
Avg Bars in Winners | 169 | 154 | 182 | 169 | 154 | 182 |
Avg Bars in Losers | 60 | 57 | 64 | 60 | 57 | 64 |
Bars Traded | 24665 | 10886 | 13779 | 24665 | 10886 | 13779 |
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 | 334344 | 217579 | -89580 | -153943 | -121087 | -340081 |
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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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