Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268666.3609 | 195942.4611 | 72723.8998 | 193491.7109 | 98293.63 | 95198.0809 |
Total P&L (%) | 268.6664 | 195.9425 | 72.7239 | 193.4917 | 98.2936 | 95.1981 |
Avg Daily Profit (%) | 0.2579 | 0.1881 | 0.0698 | 0.1034 | 0.0657 | 0.0642 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76248 | -81001 | -57852 | -436583 | -435071 | -247766 |
Profit Factor | 1.1948 | 1.297 | 1.1011 | 1.0443 | 1.0463 | 1.0425 |
Total Trades | 767 | 383 | 384 | 767 | 383 | 384 |
Winning Trades | 361 | 176 | 185 | 361 | 176 | 185 |
Losing Trades | 406 | 207 | 199 | 406 | 207 | 199 |
Profitability (%) | 47.0665 | 45.953 | 48.1771 | 47.0665 | 45.953 | 48.1771 |
Ratio Avg Win / Avg Loss | 1.3438 | 1.5255 | 1.1844 | 1.1745 | 1.2306 | 1.1213 |
Largest Winning Trade | 63996 | 63996 | 33307 | 153386 | 153386 | 138698 |
Largest Losing Trade | -16800 | -15553 | -16800 | -77373 | -72839 | -77373 |
Avg Bars in Trades | 32 | 29 | 35 | 32 | 29 | 35 |
Avg Bars in Winners | 40 | 37 | 43 | 40 | 37 | 43 |
Avg Bars in Losers | 24 | 22 | 27 | 24 | 22 | 27 |
Bars Traded | 24842 | 11283 | 13559 | 24842 | 11283 | 13559 |
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 | 171982 | 318485 | -208284 | -223800 | -274544 | -280252 |
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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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