Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 366210.2237 | 248587.3853 | 117622.8384 | 249575.5377 | 209327.1114 | 40248.4263 |
Total P&L (%) | 366.2102 | 248.5874 | 117.6228 | 249.5755 | 209.3271 | 40.2484 |
Avg Daily Profit (%) | 0.2566 | 0.1742 | 0.0824 | 0.0877 | 0.0792 | 0.0237 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122364 | -100892 | -96211 | -236088 | -170627 | -182653 |
Profit Factor | 1.2315 | 1.3123 | 1.1497 | 1.1021 | 1.1624 | 1.0348 |
Total Trades | 548 | 274 | 274 | 548 | 274 | 274 |
Winning Trades | 255 | 126 | 129 | 255 | 126 | 129 |
Losing Trades | 293 | 148 | 145 | 293 | 148 | 145 |
Profitability (%) | 46.5328 | 45.9854 | 47.0803 | 46.5328 | 45.9854 | 47.0803 |
Ratio Avg Win / Avg Loss | 1.415 | 1.5414 | 1.2923 | 1.2664 | 1.3654 | 1.1632 |
Largest Winning Trade | 76522 | 76522 | 51653 | 108291 | 108291 | 55243 |
Largest Losing Trade | -43597 | -28862 | -43597 | -75622 | -59999 | -75622 |
Avg Bars in Trades | 30 | 35 | 25 | 30 | 35 | 25 |
Avg Bars in Winners | 38 | 43 | 33 | 38 | 43 | 33 |
Avg Bars in Losers | 24 | 29 | 19 | 24 | 29 | 19 |
Bars Traded | 16870 | 9757 | 7113 | 16870 | 9757 | 7113 |
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 | 334270 | 287536 | -138784 | -182483 | -129789 | -345572 |
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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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