Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308148.1201 | 223978.0628 | 84170.0573 | 55374.0946 | 92708.7577 | -37334.6631 |
Total P&L (%) | 308.1481 | 223.9781 | 84.1701 | 55.3741 | 92.7088 | -37.3347 |
Avg Daily Profit (%) | 0.2995 | 0.2177 | 0.0818 | 0.0428 | 0.0638 | -0.0454 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184349 | -118201 | -124486 | -156745 | -75384 | -117012 |
Profit Factor | 1.232 | 1.3143 | 1.1368 | 1.05 | 1.1609 | 0.9298 |
Total Trades | 456 | 228 | 228 | 456 | 228 | 228 |
Winning Trades | 210 | 99 | 111 | 210 | 99 | 111 |
Losing Trades | 246 | 129 | 117 | 246 | 129 | 117 |
Profitability (%) | 46.0526 | 43.4211 | 48.6842 | 46.0526 | 43.4211 | 48.6842 |
Ratio Avg Win / Avg Loss | 1.4432 | 1.7125 | 1.1982 | 1.23 | 1.5127 | 0.9801 |
Largest Winning Trade | 193352 | 193352 | 27512 | 70299 | 70299 | 33346 |
Largest Losing Trade | -23706 | -22261 | -23706 | -35973 | -30636 | -35973 |
Avg Bars in Trades | 53 | 60 | 47 | 53 | 60 | 47 |
Avg Bars in Winners | 64 | 70 | 59 | 64 | 70 | 59 |
Avg Bars in Losers | 44 | 52 | 35 | 44 | 52 | 35 |
Bars Traded | 24436 | 13698 | 10738 | 24436 | 13698 | 10738 |
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 | 323576 | 256814 | -153675 | -301368 | -152093 | -580652 |
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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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