Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243340.9734 | 176746.9605 | 66594.0129 | 154097.7048 | 171871.4622 | -17773.7573 |
Total P&L (%) | 243.341 | 176.747 | 66.594 | 154.0977 | 171.8715 | -17.7738 |
Avg Daily Profit (%) | 0.2336 | 0.1697 | 0.0639 | 0.0896 | 0.0961 | -0.0188 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88515 | -61900 | -94733 | -399762 | -336116 | -286366 |
Profit Factor | 1.2269 | 1.3512 | 1.117 | 1.0464 | 1.1077 | 0.9897 |
Total Trades | 505 | 252 | 253 | 505 | 252 | 253 |
Winning Trades | 215 | 96 | 119 | 215 | 96 | 119 |
Losing Trades | 290 | 156 | 134 | 290 | 156 | 134 |
Profitability (%) | 42.5743 | 38.0952 | 47.0356 | 42.5743 | 38.0952 | 47.0356 |
Ratio Avg Win / Avg Loss | 1.6548 | 2.1957 | 1.2577 | 1.4115 | 1.8001 | 1.1144 |
Largest Winning Trade | 47836 | 47836 | 37745 | 117084 | 117084 | 100300 |
Largest Losing Trade | -26483 | -17106 | -26483 | -95375 | -95375 | -87372 |
Avg Bars in Trades | 49 | 41 | 57 | 49 | 41 | 57 |
Avg Bars in Winners | 72 | 67 | 76 | 72 | 67 | 76 |
Avg Bars in Losers | 31 | 25 | 39 | 31 | 25 | 39 |
Bars Traded | 24827 | 10353 | 14474 | 24827 | 10353 | 14474 |
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 | 302668 | 180113 | -200057 | -243080 | -169509 | -579496 |
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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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