Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478295.6181 | 261754.7921 | 216540.826 | 1091883.9406 | 269093.0492 | 822790.8914 |
Total P&L (%) | 478.2956 | 261.7548 | 216.5408 | 1091.8839 | 269.093 | 822.7909 |
Avg Daily Profit (%) | 0.2534 | 0.1387 | 0.1147 | 0.1314 | 0.0692 | 0.1178 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84927 | -82013 | -94057 | -557422 | -505279 | -284411 |
Profit Factor | 1.5968 | 1.5591 | 1.6498 | 1.2566 | 1.0999 | 1.527 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 116 | 51 | 65 | 116 | 51 | 65 |
Losing Trades | 124 | 69 | 55 | 124 | 69 | 55 |
Profitability (%) | 48.3333 | 42.5 | 54.1667 | 48.3333 | 42.5 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.7069 | 2.1093 | 1.3959 | 1.3432 | 1.4881 | 1.2921 |
Largest Winning Trade | 66685 | 66685 | 54034 | 353429 | 353429 | 169885 |
Largest Losing Trade | -56426 | -46451 | -56426 | -233100 | -233100 | -188356 |
Avg Bars in Trades | 30 | 32 | 28 | 30 | 32 | 28 |
Avg Bars in Winners | 38 | 40 | 36 | 38 | 40 | 36 |
Avg Bars in Losers | 23 | 27 | 19 | 23 | 27 | 19 |
Bars Traded | 7399 | 3951 | 3447 | 7399 | 3951 | 3447 |
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 | 420968 | -8300 | -37266 | -16816 | -214359 | -33285 |
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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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