Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247253.9528 | 184338.2655 | 62915.6872 | 296027.3539 | 175621.7966 | 120405.5573 |
Total P&L (%) | 247.254 | 184.3383 | 62.9157 | 296.0274 | 175.6218 | 120.4056 |
Avg Daily Profit (%) | 0.4747 | 0.3539 | 0.1208 | 0.2646 | 0.1949 | 0.1519 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67495 | -54821 | -61995 | -145352 | -131787 | -84848 |
Profit Factor | 1.4394 | 1.6202 | 1.237 | 1.2734 | 1.3093 | 1.2338 |
Total Trades | 311 | 155 | 156 | 311 | 155 | 156 |
Winning Trades | 128 | 58 | 70 | 128 | 58 | 70 |
Losing Trades | 183 | 97 | 86 | 183 | 97 | 86 |
Profitability (%) | 41.1576 | 37.4194 | 44.8718 | 41.1576 | 37.4194 | 44.8718 |
Ratio Avg Win / Avg Loss | 2.0579 | 2.7097 | 1.5197 | 1.8206 | 2.1897 | 1.5159 |
Largest Winning Trade | 149063 | 149063 | 23599 | 136361 | 136361 | 59162 |
Largest Losing Trade | -16757 | -16757 | -10482 | -39575 | -39575 | -30641 |
Avg Bars in Trades | 79 | 80 | 78 | 79 | 80 | 78 |
Avg Bars in Winners | 115 | 117 | 113 | 115 | 117 | 113 |
Avg Bars in Losers | 54 | 57 | 50 | 54 | 57 | 50 |
Bars Traded | 24711 | 12403 | 12309 | 24711 | 12403 | 12309 |
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 | 346857 | 244779 | -33704 | 245687 | 130478 | 205162 |
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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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