Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 450140.4098 | 309887.3931 | 140253.0167 | 655963.3451 | 394525.3356 | 261438.0095 |
Total P&L (%) | 450.1404 | 309.8874 | 140.253 | 655.9633 | 394.5253 | 261.438 |
Avg Daily Profit (%) | 0.3183 | 0.2191 | 0.0992 | 0.1431 | 0.1131 | 0.0909 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80733 | -66340 | -35123 | -428328 | -414534 | -222497 |
Profit Factor | 1.7197 | 1.7999 | 1.5892 | 1.3001 | 1.2985 | 1.3024 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Losing Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Profitability (%) | 55.8376 | 56.1224 | 55.5556 | 55.8376 | 56.1224 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.3601 | 1.4072 | 1.2713 | 1.0282 | 1.0152 | 1.0419 |
Largest Winning Trade | 134392 | 134392 | 24573 | 358651 | 358651 | 114506 |
Largest Losing Trade | -58796 | -58796 | -31007 | -188162 | -166879 | -188162 |
Avg Bars in Trades | 83 | 117 | 49 | 83 | 117 | 49 |
Avg Bars in Winners | 80 | 104 | 55 | 80 | 104 | 55 |
Avg Bars in Losers | 87 | 134 | 41 | 87 | 134 | 41 |
Bars Traded | 16414 | 11557 | 4857 | 16414 | 11557 | 4857 |
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 | 452450 | 381168 | -58313 | 10998 | -41466 | -71096 |
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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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