Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377118.9672 | 150819.7426 | 226299.2246 | 304743.2132 | 105414.947 | 199328.2662 |
Total P&L (%) | 377.119 | 150.8197 | 226.2992 | 304.7432 | 105.4149 | 199.3283 |
Avg Daily Profit (%) | 0.2465 | 0.0986 | 0.1479 | 0.0914 | 0.0471 | 0.0717 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122239 | -89072 | -107145 | -1136950 | -446995 | -731168 |
Profit Factor | 1.2426 | 1.195 | 1.2897 | 1.0483 | 1.0345 | 1.0612 |
Total Trades | 468 | 234 | 234 | 468 | 234 | 234 |
Winning Trades | 214 | 102 | 112 | 214 | 102 | 112 |
Losing Trades | 254 | 132 | 122 | 254 | 132 | 122 |
Profitability (%) | 45.7265 | 43.5897 | 47.8632 | 45.7265 | 43.5897 | 47.8632 |
Ratio Avg Win / Avg Loss | 1.4748 | 1.5464 | 1.4049 | 1.2442 | 1.3387 | 1.156 |
Largest Winning Trade | 57529 | 57529 | 37173 | 276604 | 276604 | 227232 |
Largest Losing Trade | -42509 | -19555 | -42509 | -186096 | -144018 | -186096 |
Avg Bars in Trades | 12 | 11 | 14 | 12 | 11 | 14 |
Avg Bars in Winners | 16 | 13 | 18 | 16 | 13 | 18 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 6032 | 2663 | 3369 | 6032 | 2663 | 3369 |
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 | 317278 | -67852 | 164634 | -237273 | -314207 | -250287 |
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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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