Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446884.1616 | 349321.1993 | 97562.9623 | 386558.7231 | 263758.8082 | 122799.9149 |
Total P&L (%) | 446.8842 | 349.3212 | 97.563 | 386.5587 | 263.7588 | 122.7999 |
Avg Daily Profit (%) | 0.2145 | 0.1677 | 0.0468 | 0.076 | 0.062 | 0.0385 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119561 | -130988 | -70453 | -996923 | -949646 | -674916 |
Profit Factor | 1.4734 | 1.7479 | 1.2046 | 1.0731 | 1.0982 | 1.0471 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 104 | 50 | 54 | 104 | 50 | 54 |
Losing Trades | 125 | 64 | 61 | 125 | 64 | 61 |
Profitability (%) | 45.4148 | 43.8596 | 46.9565 | 45.4148 | 43.8596 | 46.9565 |
Ratio Avg Win / Avg Loss | 1.7709 | 2.2373 | 1.3607 | 1.2898 | 1.4058 | 1.1829 |
Largest Winning Trade | 154028 | 154028 | 51177 | 527980 | 527980 | 293406 |
Largest Losing Trade | -32322 | -32104 | -32322 | -359715 | -315244 | -359715 |
Avg Bars in Trades | 107 | 91 | 122 | 107 | 91 | 122 |
Avg Bars in Winners | 141 | 122 | 159 | 141 | 122 | 159 |
Avg Bars in Losers | 78 | 67 | 90 | 78 | 67 | 90 |
Bars Traded | 24602 | 10474 | 14128 | 24602 | 10474 | 14128 |
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 | 338942 | 288702 | -132297 | -232233 | -225231 | -311631 |
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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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