Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295999.5444 | 170127.556 | 125871.9883 | 839375.4146 | 343904.5843 | 495470.8303 |
Total P&L (%) | 295.9995 | 170.1276 | 125.872 | 839.3754 | 343.9046 | 495.4708 |
Avg Daily Profit (%) | 0.5683 | 0.3266 | 0.2417 | 0.431 | 0.2866 | 0.3432 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46283 | -47793 | -37296 | -287768 | -211587 | -126358 |
Profit Factor | 1.4275 | 1.4796 | 1.3728 | 1.383 | 1.2936 | 1.4857 |
Total Trades | 502 | 251 | 251 | 502 | 251 | 251 |
Winning Trades | 204 | 101 | 103 | 204 | 101 | 103 |
Losing Trades | 298 | 150 | 148 | 298 | 150 | 148 |
Profitability (%) | 40.6375 | 40.239 | 41.0359 | 40.6375 | 40.239 | 41.0359 |
Ratio Avg Win / Avg Loss | 2.0853 | 2.1974 | 1.9726 | 2.0203 | 1.9212 | 2.1348 |
Largest Winning Trade | 65382 | 65382 | 23706 | 122774 | 122774 | 90983 |
Largest Losing Trade | -11041 | -10315 | -11041 | -43539 | -43102 | -43539 |
Avg Bars in Trades | 49 | 49 | 49 | 49 | 49 | 49 |
Avg Bars in Winners | 80 | 79 | 82 | 80 | 79 | 82 |
Avg Bars in Losers | 28 | 29 | 26 | 28 | 29 | 26 |
Bars Traded | 24914 | 12441 | 12473 | 24914 | 12441 | 12473 |
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 | 401642 | 265994 | 227520 | 364613 | 212762 | 283577 |
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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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