Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230511.7396 | 154922.1712 | 75589.5683 | 90185.0542 | 23443.9387 | 66741.1155 |
Total P&L (%) | 230.5117 | 154.9222 | 75.5896 | 90.1851 | 23.4439 | 66.7411 |
Avg Daily Profit (%) | 0.1891 | 0.1271 | 0.062 | 0.0527 | 0.0173 | 0.042 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118604 | -65896 | -147444 | -130752 | -90711 | -128517 |
Profit Factor | 1.2114 | 1.2618 | 1.1516 | 1.0986 | 1.0451 | 1.1687 |
Total Trades | 327 | 163 | 164 | 327 | 163 | 164 |
Winning Trades | 173 | 82 | 91 | 173 | 82 | 91 |
Losing Trades | 154 | 81 | 73 | 154 | 81 | 73 |
Profitability (%) | 52.9052 | 50.3067 | 55.4878 | 52.9052 | 50.3067 | 55.4878 |
Ratio Avg Win / Avg Loss | 1.0784 | 1.2465 | 0.9238 | 0.9779 | 1.0324 | 0.9376 |
Largest Winning Trade | 62425 | 62425 | 25766 | 43738 | 43738 | 28310 |
Largest Losing Trade | -31470 | -29564 | -31470 | -42713 | -32491 | -42713 |
Avg Bars in Trades | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Winners | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 3423 | 1704 | 1719 | 3423 | 1704 | 1719 |
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 | 339653 | -22886 | -164245 | -233860 | -344610 | -172367 |
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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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