Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 561459.5185 | 425906.1156 | 135553.4029 | 641690.2987 | 613004.4724 | 28685.8264 |
Total P&L (%) | 561.4595 | 425.9061 | 135.5534 | 641.6903 | 613.0045 | 28.6858 |
Avg Daily Profit (%) | 0.2597 | 0.197 | 0.0627 | 0.0927 | 0.0909 | 0.0117 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153820 | -94894 | -104849 | -695333 | -511780 | -514753 |
Profit Factor | 1.531 | 1.8174 | 1.2528 | 1.1174 | 1.2301 | 1.0102 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 94 | 46 | 48 | 94 | 46 | 48 |
Losing Trades | 141 | 72 | 69 | 141 | 72 | 69 |
Profitability (%) | 40 | 38.9831 | 41.0256 | 40 | 38.9831 | 41.0256 |
Ratio Avg Win / Avg Loss | 2.2966 | 2.8446 | 1.8009 | 1.6761 | 1.9255 | 1.4522 |
Largest Winning Trade | 132709 | 132709 | 42482 | 568201 | 568201 | 342482 |
Largest Losing Trade | -46364 | -46364 | -35264 | -233572 | -157679 | -233572 |
Avg Bars in Trades | 17 | 19 | 16 | 17 | 19 | 16 |
Avg Bars in Winners | 27 | 29 | 26 | 27 | 29 | 26 |
Avg Bars in Losers | 11 | 12 | 9 | 11 | 12 | 9 |
Bars Traded | 4199 | 2286 | 1912 | 4199 | 2286 | 1912 |
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 | 315843 | 244656 | -111757 | -161407 | -74671 | -393200 |
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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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