Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331251.5534 | 117652.3917 | 213599.1617 | 308689.1612 | 76287.674 | 232401.4872 |
Total P&L (%) | 331.2516 | 117.6524 | 213.5992 | 308.6892 | 76.2877 | 232.4015 |
Avg Daily Profit (%) | 0.2073 | 0.0736 | 0.1337 | 0.0881 | 0.0355 | 0.0752 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116328 | -114382 | -82849 | -870172 | -435782 | -556768 |
Profit Factor | 1.3312 | 1.2257 | 1.446 | 1.1166 | 1.054 | 1.1883 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 120 | 54 | 66 | 120 | 54 | 66 |
Losing Trades | 134 | 73 | 61 | 134 | 73 | 61 |
Profitability (%) | 47.2441 | 42.5197 | 51.9685 | 47.2441 | 42.5197 | 51.9685 |
Ratio Avg Win / Avg Loss | 1.4865 | 1.6569 | 1.3364 | 1.2469 | 1.4249 | 1.0982 |
Largest Winning Trade | 54757 | 54757 | 43149 | 150034 | 150034 | 143478 |
Largest Losing Trade | -30967 | -24309 | -30967 | -206911 | -103129 | -206911 |
Avg Bars in Trades | 24 | 26 | 22 | 24 | 26 | 22 |
Avg Bars in Winners | 31 | 35 | 28 | 31 | 35 | 28 |
Avg Bars in Losers | 18 | 20 | 15 | 18 | 20 | 15 |
Bars Traded | 6267 | 3396 | 2871 | 6267 | 3396 | 2871 |
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 | 305743 | -96732 | -13265 | -166974 | -309444 | -105651 |
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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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