Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368402.1345 | 219251.5727 | 149150.5618 | 453385.5982 | 397858.7031 | 55526.8951 |
Total P&L (%) | 368.4021 | 219.2516 | 149.1506 | 453.3856 | 397.8587 | 55.5269 |
Avg Daily Profit (%) | 0.2705 | 0.161 | 0.1095 | 0.1257 | 0.1179 | 0.0324 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110959 | -94010 | -121114 | -801022 | -303440 | -619015 |
Profit Factor | 1.3543 | 1.4292 | 1.282 | 1.1112 | 1.1927 | 1.0276 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 115 | 56 | 59 | 115 | 56 | 59 |
Losing Trades | 127 | 65 | 62 | 127 | 65 | 62 |
Profitability (%) | 47.5207 | 46.281 | 48.7603 | 47.5207 | 46.281 | 48.7603 |
Ratio Avg Win / Avg Loss | 1.4956 | 1.6589 | 1.3472 | 1.2272 | 1.3844 | 1.0798 |
Largest Winning Trade | 48490 | 41497 | 48490 | 365408 | 365408 | 316776 |
Largest Losing Trade | -23937 | -21108 | -23937 | -145548 | -145548 | -138938 |
Avg Bars in Trades | 33 | 25 | 41 | 33 | 25 | 41 |
Avg Bars in Winners | 44 | 28 | 59 | 44 | 28 | 59 |
Avg Bars in Losers | 23 | 22 | 24 | 23 | 22 | 24 |
Bars Traded | 8055 | 3043 | 5013 | 8055 | 3043 | 5013 |
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 | 321895 | 283346 | -47518 | -123068 | -45479 | -341406 |
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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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