Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175781.3513 | 39576.4397 | 136204.9116 | 154319.0898 | 24902.3404 | 129416.7494 |
Total P&L (%) | 175.7814 | 39.5764 | 136.2049 | 154.3191 | 24.9023 | 129.4167 |
Avg Daily Profit (%) | 0.3375 | 0.076 | 0.2615 | 0.1794 | 0.0427 | 0.1596 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61799 | -52511 | -55704 | -203439 | -126964 | -144055 |
Profit Factor | 1.2031 | 1.093 | 1.3094 | 1.091 | 1.0305 | 1.1468 |
Total Trades | 462 | 231 | 231 | 462 | 231 | 231 |
Winning Trades | 219 | 97 | 122 | 219 | 97 | 122 |
Losing Trades | 243 | 134 | 109 | 243 | 134 | 109 |
Profitability (%) | 47.4026 | 41.9913 | 52.8139 | 47.4026 | 41.9913 | 52.8139 |
Ratio Avg Win / Avg Loss | 1.3349 | 1.51 | 1.1699 | 1.2105 | 1.4236 | 1.0246 |
Largest Winning Trade | 41851 | 41851 | 28611 | 133523 | 133523 | 57708 |
Largest Losing Trade | -15114 | -10359 | -15114 | -41267 | -29657 | -41267 |
Avg Bars in Trades | 53 | 52 | 55 | 53 | 52 | 55 |
Avg Bars in Winners | 64 | 63 | 66 | 64 | 63 | 66 |
Avg Bars in Losers | 43 | 44 | 42 | 43 | 44 | 42 |
Bars Traded | 24851 | 12141 | 12710 | 24851 | 12141 | 12710 |
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 | 328439 | -213867 | 314545 | -112194 | -329446 | -51287 |
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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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