Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338954.2548 | 211938.7025 | 127015.5523 | 791187.6056 | 615768.6067 | 175418.9989 |
Total P&L (%) | 338.9543 | 211.9387 | 127.0156 | 791.1876 | 615.7686 | 175.419 |
Avg Daily Profit (%) | 0.3254 | 0.2035 | 0.1219 | 0.2102 | 0.1891 | 0.0973 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86594 | -55578 | -82906 | -388388 | -171142 | -260050 |
Profit Factor | 1.5159 | 1.6213 | 1.402 | 1.3804 | 1.579 | 1.1726 |
Total Trades | 401 | 200 | 201 | 401 | 200 | 201 |
Winning Trades | 150 | 68 | 82 | 150 | 68 | 82 |
Losing Trades | 251 | 132 | 119 | 251 | 132 | 119 |
Profitability (%) | 37.4065 | 34 | 40.796 | 37.4065 | 34 | 40.796 |
Ratio Avg Win / Avg Loss | 2.5365 | 3.1473 | 2.0346 | 2.3099 | 3.0652 | 1.7017 |
Largest Winning Trade | 68225 | 68225 | 35827 | 301749 | 301749 | 147914 |
Largest Losing Trade | -24637 | -12498 | -24637 | -86829 | -69322 | -86829 |
Avg Bars in Trades | 61 | 64 | 58 | 61 | 64 | 58 |
Avg Bars in Winners | 112 | 124 | 102 | 112 | 124 | 102 |
Avg Bars in Losers | 31 | 33 | 28 | 31 | 33 | 28 |
Bars Traded | 24726 | 12888 | 11837 | 24726 | 12888 | 11837 |
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 | 302602 | 179620 | -31490 | 252360 | 184114 | -95716 |
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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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