Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367442.4581 | 177763.9666 | 189678.4915 | 726976.8637 | 175916.8841 | 551059.9796 |
Total P&L (%) | 367.4425 | 177.764 | 189.6785 | 726.9769 | 175.9169 | 551.06 |
Avg Daily Profit (%) | 0.3276 | 0.1585 | 0.1691 | 0.1885 | 0.0905 | 0.1672 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105511 | -94864 | -48436 | -1976343 | -1745029 | -760605 |
Profit Factor | 1.4843 | 1.4257 | 1.5561 | 1.0987 | 1.0425 | 1.1707 |
Total Trades | 302 | 151 | 151 | 302 | 151 | 151 |
Winning Trades | 148 | 66 | 82 | 148 | 66 | 82 |
Losing Trades | 154 | 85 | 69 | 154 | 85 | 69 |
Profitability (%) | 49.0066 | 43.7086 | 54.3046 | 49.0066 | 43.7086 | 54.3046 |
Ratio Avg Win / Avg Loss | 1.5445 | 1.8361 | 1.3094 | 1.1432 | 1.3426 | 0.9851 |
Largest Winning Trade | 133729 | 133729 | 22582 | 719658 | 719658 | 291104 |
Largest Losing Trade | -40227 | -21688 | -40227 | -545351 | -545351 | -362119 |
Avg Bars in Trades | 10 | 8 | 13 | 10 | 8 | 13 |
Avg Bars in Winners | 11 | 7 | 13 | 11 | 7 | 13 |
Avg Bars in Losers | 10 | 9 | 12 | 10 | 9 | 12 |
Bars Traded | 3298 | 1300 | 1998 | 3298 | 1300 | 1998 |
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 | 450135 | 262660 | 362787 | -102580 | -247825 | -25573 |
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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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