Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175142.6476 | 110109.6337 | 65033.0139 | 255909.1945 | 133147.5818 | 122761.6126 |
Total P&L (%) | 175.1426 | 110.1096 | 65.033 | 255.9092 | 133.1476 | 122.7616 |
Avg Daily Profit (%) | 0.4386 | 0.2758 | 0.1629 | 0.3184 | 0.2122 | 0.2008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78161 | -34862 | -60909 | -549071 | -221233 | -393026 |
Profit Factor | 1.3379 | 1.4129 | 1.2585 | 1.1276 | 1.1264 | 1.1289 |
Total Trades | 429 | 214 | 215 | 429 | 214 | 215 |
Winning Trades | 183 | 85 | 98 | 183 | 85 | 98 |
Losing Trades | 246 | 129 | 117 | 246 | 129 | 117 |
Profitability (%) | 42.6573 | 39.7196 | 45.5814 | 42.6573 | 39.7196 | 45.5814 |
Ratio Avg Win / Avg Loss | 1.7985 | 2.1443 | 1.5025 | 1.5158 | 1.7095 | 1.3478 |
Largest Winning Trade | 35404 | 35404 | 22711 | 172056 | 172056 | 167491 |
Largest Losing Trade | -10959 | -9792 | -10959 | -73344 | -73344 | -60649 |
Avg Bars in Trades | 44 | 40 | 47 | 44 | 40 | 47 |
Avg Bars in Winners | 66 | 63 | 69 | 66 | 63 | 69 |
Avg Bars in Losers | 27 | 25 | 28 | 27 | 25 | 28 |
Bars Traded | 18963 | 8740 | 10223 | 18963 | 8740 | 10223 |
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 | 342703 | 207555 | 209186 | -72015 | -77048 | -73225 |
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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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