Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323217.8508 | 165477.0235 | 157740.8273 | 936872.3183 | 398484.7857 | 538387.5326 |
Total P&L (%) | 323.2179 | 165.477 | 157.7408 | 936.8723 | 398.4848 | 538.3875 |
Avg Daily Profit (%) | 0.3528 | 0.1806 | 0.1722 | 0.2556 | 0.1755 | 0.2026 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43960 | -54538 | -39679 | -320094 | -413985 | -182260 |
Profit Factor | 1.7699 | 1.7658 | 1.7743 | 1.5052 | 1.3902 | 1.6462 |
Total Trades | 307 | 154 | 153 | 307 | 154 | 153 |
Winning Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Losing Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Profitability (%) | 37.1336 | 37.013 | 37.2549 | 37.1336 | 37.013 | 37.2549 |
Ratio Avg Win / Avg Loss | 2.9965 | 3.005 | 2.9883 | 2.5483 | 2.3658 | 2.7725 |
Largest Winning Trade | 102652 | 102652 | 29750 | 294228 | 294228 | 209437 |
Largest Losing Trade | -9328 | -8797 | -9328 | -64978 | -64978 | -57011 |
Avg Bars in Trades | 34 | 29 | 39 | 34 | 29 | 39 |
Avg Bars in Winners | 74 | 61 | 87 | 74 | 61 | 87 |
Avg Bars in Losers | 11 | 10 | 11 | 11 | 10 | 11 |
Bars Traded | 10710 | 4598 | 6112 | 10710 | 4598 | 6112 |
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 | 319875 | 226173 | 217361 | 272311 | 166924 | 232805 |
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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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