Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227877.6469 | 147095.0299 | 80782.6171 | 325683.7893 | 316659.9477 | 9023.8416 |
Total P&L (%) | 227.8776 | 147.095 | 80.7826 | 325.6838 | 316.6599 | 9.0238 |
Avg Daily Profit (%) | 0.2477 | 0.1599 | 0.0878 | 0.1576 | 0.1552 | 0.0094 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93006 | -25535 | -99068 | -364597 | -118199 | -387821 |
Profit Factor | 1.3548 | 1.597 | 1.2041 | 1.168 | 1.4356 | 1.0074 |
Total Trades | 325 | 162 | 163 | 325 | 162 | 163 |
Winning Trades | 148 | 72 | 76 | 148 | 72 | 76 |
Losing Trades | 177 | 90 | 87 | 177 | 90 | 87 |
Profitability (%) | 45.5385 | 44.4444 | 46.6258 | 45.5385 | 44.4444 | 46.6258 |
Ratio Avg Win / Avg Loss | 1.6203 | 1.9963 | 1.3783 | 1.3968 | 1.7945 | 1.1533 |
Largest Winning Trade | 52112 | 52112 | 31025 | 198970 | 198970 | 76932 |
Largest Losing Trade | -27172 | -10691 | -27172 | -108219 | -61385 | -108219 |
Avg Bars in Trades | 66 | 60 | 73 | 66 | 60 | 73 |
Avg Bars in Winners | 85 | 73 | 97 | 85 | 73 | 97 |
Avg Bars in Losers | 51 | 50 | 52 | 51 | 50 | 52 |
Bars Traded | 21724 | 9804 | 11920 | 21724 | 9804 | 11920 |
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 | 342821 | 303152 | -77255 | -28534 | 266207 | -559413 |
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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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