Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193700.5914 | 124870.5307 | 68830.0607 | 24564.5148 | 18301.1175 | 6263.3973 |
Total P&L (%) | 193.7006 | 124.8705 | 68.8301 | 24.5645 | 18.3011 | 6.2634 |
Avg Daily Profit (%) | 0.186 | 0.1199 | 0.0661 | 0.0211 | 0.0161 | 0.0058 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112010 | -74431 | -89155 | -81269 | -86273 | -69823 |
Profit Factor | 1.2219 | 1.281 | 1.1607 | 1.0363 | 1.0525 | 1.0191 |
Total Trades | 375 | 187 | 188 | 375 | 187 | 188 |
Winning Trades | 225 | 107 | 118 | 225 | 107 | 118 |
Losing Trades | 150 | 80 | 70 | 150 | 80 | 70 |
Profitability (%) | 60 | 57.2193 | 62.766 | 60 | 57.2193 | 62.766 |
Ratio Avg Win / Avg Loss | 0.8146 | 0.9577 | 0.6885 | 0.6909 | 0.7869 | 0.6046 |
Largest Winning Trade | 30883 | 30883 | 27339 | 24947 | 21531 | 24947 |
Largest Losing Trade | -71439 | -44947 | -71439 | -52172 | -43203 | -52172 |
Avg Bars in Trades | 66 | 68 | 64 | 66 | 68 | 64 |
Avg Bars in Winners | 46 | 45 | 46 | 46 | 45 | 46 |
Avg Bars in Losers | 96 | 98 | 93 | 96 | 98 | 93 |
Bars Traded | 24808 | 12739 | 12070 | 24808 | 12739 | 12070 |
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 | 313124 | -33304 | -148151 | -347505 | -342405 | -549879 |
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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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