Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 445604.4875 | 258454.3407 | 187150.1467 | 1026430.302 | 615336.4646 | 411093.8373 |
Total P&L (%) | 445.6045 | 258.4543 | 187.1501 | 1026.4303 | 615.3365 | 411.0938 |
Avg Daily Profit (%) | 0.3293 | 0.191 | 0.1383 | 0.1791 | 0.1455 | 0.1206 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142856 | -107217 | -60133 | -314179 | -232395 | -225822 |
Profit Factor | 1.3794 | 1.4624 | 1.304 | 1.331 | 1.4308 | 1.2458 |
Total Trades | 339 | 169 | 170 | 339 | 169 | 170 |
Winning Trades | 191 | 84 | 107 | 191 | 84 | 107 |
Losing Trades | 148 | 85 | 63 | 148 | 85 | 63 |
Profitability (%) | 56.3422 | 49.7041 | 62.9412 | 56.3422 | 49.7041 | 62.9412 |
Ratio Avg Win / Avg Loss | 1.0688 | 1.4798 | 0.7678 | 1.0314 | 1.4479 | 0.7335 |
Largest Winning Trade | 46554 | 42092 | 46554 | 182429 | 155040 | 182429 |
Largest Losing Trade | -30207 | -28370 | -30207 | -139374 | -97125 | -139374 |
Avg Bars in Trades | 23 | 22 | 24 | 23 | 22 | 24 |
Avg Bars in Winners | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Losers | 26 | 24 | 29 | 26 | 24 | 29 |
Bars Traded | 7965 | 3835 | 4131 | 7965 | 3835 | 4131 |
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 | 438023 | 328048 | -7688 | 396179 | 107213 | -31604 |
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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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