Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 467507.7967 | 367994.2239 | 99513.5728 | 500893.0691 | 386908.8485 | 113984.2205 |
Total P&L (%) | 467.5078 | 367.9942 | 99.5136 | 500.8931 | 386.9088 | 113.9842 |
Avg Daily Profit (%) | 0.1867 | 0.147 | 0.0397 | 0.0716 | 0.0632 | 0.0304 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144910 | -118069 | -112210 | -509346 | -456861 | -258354 |
Profit Factor | 1.5421 | 1.841 | 1.2343 | 1.1948 | 1.2733 | 1.0987 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 102 | 50 | 52 | 102 | 50 | 52 |
Losing Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Profitability (%) | 53.9683 | 52.6316 | 55.3191 | 53.9683 | 52.6316 | 55.3191 |
Ratio Avg Win / Avg Loss | 1.3153 | 1.6569 | 0.9969 | 1.0191 | 1.1459 | 0.8874 |
Largest Winning Trade | 138735 | 138735 | 54546 | 541423 | 541423 | 213939 |
Largest Losing Trade | -39050 | -39050 | -32521 | -256385 | -256385 | -147348 |
Avg Bars in Trades | 25 | 17 | 33 | 25 | 17 | 33 |
Avg Bars in Winners | 26 | 16 | 36 | 26 | 16 | 36 |
Avg Bars in Losers | 24 | 19 | 29 | 24 | 19 | 29 |
Bars Traded | 4791 | 1678 | 3113 | 4791 | 1678 | 3113 |
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 | 390697 | 250416 | -141415 | -101307 | -108254 | -265559 |
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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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