Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182223.9006 | 109227.2696 | 72996.6309 | 250730.1573 | 156876.5764 | 93853.5809 |
Total P&L (%) | 182.2239 | 109.2273 | 72.9966 | 250.7302 | 156.8766 | 93.8536 |
Avg Daily Profit (%) | 0.3499 | 0.2097 | 0.1402 | 0.2412 | 0.1813 | 0.1272 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63151 | -43231 | -41196 | -140907 | -115236 | -82013 |
Profit Factor | 1.2594 | 1.3145 | 1.2056 | 1.1809 | 1.2235 | 1.1372 |
Total Trades | 401 | 201 | 200 | 401 | 201 | 200 |
Winning Trades | 221 | 108 | 113 | 221 | 108 | 113 |
Losing Trades | 180 | 93 | 87 | 180 | 93 | 87 |
Profitability (%) | 55.1122 | 53.7313 | 56.5 | 55.1122 | 53.7313 | 56.5 |
Ratio Avg Win / Avg Loss | 1.0258 | 1.1319 | 0.9282 | 0.9618 | 1.0536 | 0.8755 |
Largest Winning Trade | 24233 | 19162 | 24233 | 50859 | 40457 | 50859 |
Largest Losing Trade | -18831 | -18831 | -16873 | -34582 | -31625 | -34582 |
Avg Bars in Trades | 61 | 64 | 58 | 61 | 64 | 58 |
Avg Bars in Winners | 64 | 68 | 60 | 64 | 68 | 60 |
Avg Bars in Losers | 58 | 60 | 56 | 58 | 60 | 56 |
Bars Traded | 24744 | 12987 | 11757 | 24744 | 12987 | 11757 |
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 | 393404 | 298367 | -7328 | -13059 | 269615 | -93793 |
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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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