Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436052.2933 | 340402.3631 | 95649.9302 | 443627.8538 | 311070.6168 | 132557.237 |
Total P&L (%) | 436.0523 | 340.4024 | 95.6499 | 443.6279 | 311.0706 | 132.5572 |
Avg Daily Profit (%) | 0.1984 | 0.1549 | 0.0435 | 0.0771 | 0.0643 | 0.0384 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110458 | -139663 | -95542 | -414177 | -239450 | -294249 |
Profit Factor | 1.2407 | 1.3961 | 1.1004 | 1.1242 | 1.169 | 1.0765 |
Total Trades | 639 | 319 | 320 | 639 | 319 | 320 |
Winning Trades | 315 | 155 | 160 | 315 | 155 | 160 |
Losing Trades | 324 | 164 | 160 | 324 | 164 | 160 |
Profitability (%) | 49.2958 | 48.5893 | 50 | 49.2958 | 48.5893 | 50 |
Ratio Avg Win / Avg Loss | 1.2761 | 1.4771 | 1.1004 | 1.1563 | 1.2369 | 1.0765 |
Largest Winning Trade | 115814 | 115814 | 33013 | 151895 | 151895 | 99096 |
Largest Losing Trade | -27699 | -27699 | -24021 | -107608 | -107608 | -65991 |
Avg Bars in Trades | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Winners | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
Bars Traded | 6548 | 3325 | 3223 | 6548 | 3325 | 3223 |
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 | 384153 | 314936 | -243445 | -170656 | -140813 | -276550 |
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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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