Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295933.3873 | 289177.8016 | 6755.5857 | 5051.7878 | 3520.9219 | 1530.8659 |
Total P&L (%) | 295.9334 | 289.1778 | 6.7556 | 5.0518 | 3.5209 | 1.5309 |
Avg Daily Profit (%) | 0.158 | 0.1544 | 0.0036 | 0.0026 | 0.0018 | 0.0008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88447 | -109818 | -97915 | -284784 | -277349 | -152686 |
Profit Factor | 1.278 | 1.5194 | 1.0133 | 1.0023 | 1.003 | 1.0015 |
Total Trades | 353 | 176 | 177 | 353 | 176 | 177 |
Winning Trades | 166 | 82 | 84 | 166 | 82 | 84 |
Losing Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Profitability (%) | 47.0255 | 46.5909 | 47.4576 | 47.0255 | 46.5909 | 47.4576 |
Ratio Avg Win / Avg Loss | 1.4396 | 1.7418 | 1.1219 | 1.1291 | 1.1498 | 1.1088 |
Largest Winning Trade | 228339 | 228339 | 54952 | 151431 | 151431 | 121575 |
Largest Losing Trade | -29851 | -29851 | -28222 | -81823 | -74366 | -81823 |
Avg Bars in Trades | 31 | 25 | 36 | 31 | 25 | 36 |
Avg Bars in Winners | 42 | 31 | 53 | 42 | 31 | 53 |
Avg Bars in Losers | 21 | 20 | 21 | 21 | 20 | 21 |
Bars Traded | 11066 | 4541 | 6525 | 11066 | 4541 | 6525 |
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 | 284389 | 327064 | -560291 | -572364 | -574057 | -576956 |
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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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