Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 611563.0835 | 548327.1482 | 63235.9354 | 317618.8941 | 128284.3478 | 189334.5462 |
Total P&L (%) | 611.5631 | 548.3271 | 63.2359 | 317.6189 | 128.2843 | 189.3345 |
Avg Daily Profit (%) | 0.2596 | 0.2327 | 0.0268 | 0.0607 | 0.035 | 0.0451 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114682 | -147724 | -111586 | -487144 | -681998 | -461519 |
Profit Factor | 1.5249 | 1.8447 | 1.1225 | 1.08 | 1.0543 | 1.1181 |
Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
Winning Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Losing Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Profitability (%) | 52.2088 | 52 | 52.4194 | 52.2088 | 52 | 52.4194 |
Ratio Avg Win / Avg Loss | 1.3958 | 1.7028 | 1.0189 | 0.9887 | 0.9732 | 1.0149 |
Largest Winning Trade | 183874 | 183874 | 53499 | 335409 | 335409 | 263593 |
Largest Losing Trade | -60309 | -34149 | -60309 | -247548 | -247548 | -242474 |
Avg Bars in Trades | 26 | 31 | 22 | 26 | 31 | 22 |
Avg Bars in Winners | 33 | 36 | 31 | 33 | 36 | 31 |
Avg Bars in Losers | 19 | 24 | 13 | 19 | 24 | 13 |
Bars Traded | 6703 | 3883 | 2820 | 6703 | 3883 | 2820 |
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 | 427388 | 426775 | -242830 | -244165 | -308554 | -222967 |
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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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