Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269259.5628 | 212274.6259 | 56984.9369 | 221541.1018 | 288916.7922 | -67375.6903 |
Total P&L (%) | 269.2596 | 212.2746 | 56.9849 | 221.5411 | 288.9168 | -67.3757 |
Avg Daily Profit (%) | 0.2585 | 0.2038 | 0.0547 | 0.1122 | 0.1305 | -0.1075 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90427 | -65378 | -89410 | -568754 | -372939 | -428193 |
Profit Factor | 1.3056 | 1.519 | 1.1207 | 1.0537 | 1.1536 | 0.97 |
Total Trades | 454 | 227 | 227 | 454 | 227 | 227 |
Winning Trades | 217 | 98 | 119 | 217 | 98 | 119 |
Losing Trades | 237 | 129 | 108 | 237 | 129 | 108 |
Profitability (%) | 47.7974 | 43.1718 | 52.4229 | 47.7974 | 43.1718 | 52.4229 |
Ratio Avg Win / Avg Loss | 1.4259 | 1.9995 | 1.0171 | 1.1508 | 1.5185 | 0.8803 |
Largest Winning Trade | 106418 | 106418 | 33794 | 235311 | 235311 | 167895 |
Largest Losing Trade | -22402 | -13069 | -22402 | -126108 | -63884 | -126108 |
Avg Bars in Trades | 54 | 48 | 60 | 54 | 48 | 60 |
Avg Bars in Winners | 75 | 75 | 76 | 75 | 75 | 76 |
Avg Bars in Losers | 34 | 28 | 42 | 34 | 28 | 42 |
Bars Traded | 24690 | 11019 | 13671 | 24690 | 11019 | 13671 |
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 | 351184 | 293899 | -207555 | -203172 | -71294 | -579831 |
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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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