Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499086.2471 | 298149.7381 | 200936.509 | 1843093.9859 | 1407966.9831 | 435127.0028 |
Total P&L (%) | 499.0862 | 298.1497 | 200.9365 | 1843.094 | 1407.967 | 435.127 |
Avg Daily Profit (%) | 0.2943 | 0.1758 | 0.1185 | 0.1751 | 0.1601 | 0.099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55885 | -80173 | -54601 | -804572 | -305542 | -902653 |
Profit Factor | 1.6688 | 1.8292 | 1.5197 | 1.4603 | 1.8042 | 1.1931 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Losing Trades | 146 | 75 | 71 | 146 | 75 | 71 |
Profitability (%) | 38.6555 | 36.9748 | 40.3361 | 38.6555 | 36.9748 | 40.3361 |
Ratio Avg Win / Avg Loss | 2.6483 | 3.118 | 2.2478 | 2.3174 | 3.0753 | 1.7648 |
Largest Winning Trade | 83973 | 83973 | 48337 | 775837 | 775837 | 491249 |
Largest Losing Trade | -23688 | -23688 | -22699 | -252848 | -175284 | -252848 |
Avg Bars in Trades | 42 | 40 | 44 | 42 | 40 | 44 |
Avg Bars in Winners | 72 | 69 | 75 | 72 | 69 | 75 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 10127 | 4840 | 5287 | 10127 | 4840 | 5287 |
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 | 303193 | 200944 | -36265 | 246000 | 209376 | -71832 |
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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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