Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301003.5097 | 254270.8638 | 46732.6459 | 162574.3632 | 160398.0326 | 2176.3306 |
Total P&L (%) | 301.0035 | 254.2709 | 46.7326 | 162.5744 | 160.398 | 2.1763 |
Avg Daily Profit (%) | 0.289 | 0.2441 | 0.0449 | 0.0927 | 0.0919 | 0.0021 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84713 | -50809 | -84829 | -146433 | -91539 | -154685 |
Profit Factor | 1.3752 | 1.6394 | 1.1155 | 1.1451 | 1.2924 | 1.0038 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 126 | 61 | 65 | 126 | 61 | 65 |
Losing Trades | 136 | 70 | 66 | 136 | 70 | 66 |
Profitability (%) | 48.0916 | 46.5649 | 49.6183 | 48.0916 | 46.5649 | 49.6183 |
Ratio Avg Win / Avg Loss | 1.4843 | 1.8812 | 1.1326 | 1.236 | 1.4831 | 1.0193 |
Largest Winning Trade | 206133 | 206133 | 38406 | 154808 | 154808 | 58266 |
Largest Losing Trade | -21662 | -18772 | -21662 | -38796 | -31998 | -38796 |
Avg Bars in Trades | 92 | 87 | 98 | 92 | 87 | 98 |
Avg Bars in Winners | 111 | 106 | 116 | 111 | 106 | 116 |
Avg Bars in Losers | 75 | 70 | 80 | 75 | 70 | 80 |
Bars Traded | 24277 | 11407 | 12870 | 24277 | 11407 | 12870 |
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 | 343913 | 344151 | -228456 | -129425 | -71748 | -572521 |
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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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