Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 447604.6132 | 399837.0553 | 47767.5578 | 116346.1728 | 24915.1924 | 91430.9804 |
Total P&L (%) | 447.6046 | 399.8371 | 47.7676 | 116.3462 | 24.9152 | 91.431 |
Avg Daily Profit (%) | 0.2529 | 0.2259 | 0.027 | 0.0436 | 0.0126 | 0.0367 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108906 | -91279 | -127485 | -779188 | -677534 | -628932 |
Profit Factor | 1.3412 | 1.6973 | 1.0647 | 1.0268 | 1.0117 | 1.0414 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 106 | 55 | 51 | 106 | 55 | 51 |
Losing Trades | 142 | 69 | 73 | 142 | 69 | 73 |
Profitability (%) | 42.7419 | 44.3548 | 41.129 | 42.7419 | 44.3548 | 41.129 |
Ratio Avg Win / Avg Loss | 1.7967 | 2.1294 | 1.524 | 1.3756 | 1.2693 | 1.4906 |
Largest Winning Trade | 130705 | 130705 | 54935 | 238045 | 186142 | 238045 |
Largest Losing Trade | -51316 | -37208 | -51316 | -203761 | -199806 | -203761 |
Avg Bars in Trades | 84 | 85 | 83 | 84 | 85 | 83 |
Avg Bars in Winners | 120 | 118 | 122 | 120 | 118 | 122 |
Avg Bars in Losers | 57 | 58 | 56 | 57 | 58 | 56 |
Bars Traded | 20922 | 10561 | 10361 | 20922 | 10561 | 10361 |
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 | 287817 | 310982 | -310296 | -327188 | -389703 | -322590 |
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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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