Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291322.2501 | 219272.2485 | 72050.0016 | 177019.4713 | 178617.0437 | -1597.5724 |
Total P&L (%) | 291.3223 | 219.2722 | 72.05 | 177.0195 | 178.617 | -1.5976 |
Avg Daily Profit (%) | 0.2797 | 0.2105 | 0.0692 | 0.0979 | 0.0984 | -0.0015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79314 | -59984 | -88711 | -336292 | -319145 | -299599 |
Profit Factor | 1.2982 | 1.4645 | 1.1427 | 1.0497 | 1.1034 | 0.9991 |
Total Trades | 448 | 224 | 224 | 448 | 224 | 224 |
Winning Trades | 185 | 79 | 106 | 185 | 79 | 106 |
Losing Trades | 263 | 145 | 118 | 263 | 145 | 118 |
Profitability (%) | 41.2946 | 35.2679 | 47.3214 | 41.2946 | 35.2679 | 47.3214 |
Ratio Avg Win / Avg Loss | 1.8456 | 2.688 | 1.2721 | 1.4922 | 2.0253 | 1.1122 |
Largest Winning Trade | 174450 | 174450 | 35740 | 232973 | 232973 | 111916 |
Largest Losing Trade | -22262 | -17819 | -22262 | -92978 | -92978 | -65798 |
Avg Bars in Trades | 55 | 47 | 63 | 55 | 47 | 63 |
Avg Bars in Winners | 86 | 81 | 90 | 86 | 81 | 90 |
Avg Bars in Losers | 32 | 28 | 38 | 32 | 28 | 38 |
Bars Traded | 24738 | 10563 | 14175 | 24738 | 10563 | 14175 |
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 | 303913 | 172750 | -164543 | -229247 | -172358 | -579536 |
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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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