Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418393.8548 | 355520.6421 | 62873.2127 | 177403.5663 | 140108.9264 | 37294.6398 |
Total P&L (%) | 418.3939 | 355.5206 | 62.8732 | 177.4036 | 140.1089 | 37.2946 |
Avg Daily Profit (%) | 0.167 | 0.1419 | 0.0251 | 0.0407 | 0.035 | 0.0127 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135826 | -81759 | -153260 | -150245 | -128606 | -151205 |
Profit Factor | 1.4195 | 1.6562 | 1.138 | 1.1454 | 1.2067 | 1.0688 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Losing Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Profitability (%) | 49.1736 | 48.7603 | 49.5868 | 49.1736 | 48.7603 | 49.5868 |
Ratio Avg Win / Avg Loss | 1.4672 | 1.7404 | 1.157 | 1.1839 | 1.268 | 1.0866 |
Largest Winning Trade | 113581 | 113581 | 37363 | 116966 | 116966 | 82358 |
Largest Losing Trade | -48611 | -43802 | -48611 | -106383 | -57358 | -106383 |
Avg Bars in Trades | 20 | 23 | 16 | 20 | 23 | 16 |
Avg Bars in Winners | 22 | 26 | 19 | 22 | 26 | 19 |
Avg Bars in Losers | 17 | 21 | 14 | 17 | 21 | 14 |
Bars Traded | 4887 | 2843 | 2044 | 4887 | 2843 | 2044 |
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 | 337527 | -874 | -228673 | -197866 | -147099 | -323398 |
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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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