Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336897.2971 | 200756.4435 | 136140.8537 | 288250.3865 | 247475.8102 | 40774.5763 |
Total P&L (%) | 336.8973 | 200.7564 | 136.1409 | 288.2504 | 247.4758 | 40.7746 |
Avg Daily Profit (%) | 0.2479 | 0.1477 | 0.1002 | 0.0999 | 0.0917 | 0.0252 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150620 | -114103 | -80200 | -287248 | -214231 | -296710 |
Profit Factor | 1.3258 | 1.4055 | 1.2526 | 1.127 | 1.224 | 1.035 |
Total Trades | 271 | 136 | 135 | 271 | 136 | 135 |
Winning Trades | 136 | 65 | 71 | 136 | 65 | 71 |
Losing Trades | 135 | 71 | 64 | 135 | 71 | 64 |
Profitability (%) | 50.1845 | 47.7941 | 52.5926 | 50.1845 | 47.7941 | 52.5926 |
Ratio Avg Win / Avg Loss | 1.3161 | 1.5353 | 1.1291 | 1.1187 | 1.337 | 0.933 |
Largest Winning Trade | 45558 | 43938 | 45558 | 137453 | 137453 | 88768 |
Largest Losing Trade | -41595 | -22491 | -41595 | -112665 | -112665 | -95706 |
Avg Bars in Trades | 58 | 46 | 71 | 58 | 46 | 71 |
Avg Bars in Winners | 72 | 51 | 91 | 72 | 51 | 91 |
Avg Bars in Losers | 45 | 42 | 48 | 45 | 42 | 48 |
Bars Traded | 15923 | 6328 | 9595 | 15923 | 6328 | 9595 |
Profit Streak | 0 | 0 | 16.7103 | 0 | 0 | 16.7103 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349694 | 178104 | -58730 | -139024 | -71982 | -344378 |
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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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