Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339057.4024 | 201026.1379 | 138031.2645 | 224611.1999 | 198874.0326 | 25737.1673 |
Total P&L (%) | 339.0574 | 201.0261 | 138.0313 | 224.6112 | 198.874 | 25.7372 |
Avg Daily Profit (%) | 0.1812 | 0.1074 | 0.0738 | 0.0629 | 0.0585 | 0.0122 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75764 | -83122 | -74630 | -507568 | -373841 | -437943 |
Profit Factor | 1.3059 | 1.369 | 1.2449 | 1.0447 | 1.0846 | 1.0096 |
Total Trades | 293 | 147 | 146 | 293 | 147 | 146 |
Winning Trades | 132 | 60 | 72 | 132 | 60 | 72 |
Losing Trades | 161 | 87 | 74 | 161 | 87 | 74 |
Profitability (%) | 45.0512 | 40.8163 | 49.3151 | 45.0512 | 40.8163 | 49.3151 |
Ratio Avg Win / Avg Loss | 1.5928 | 1.9851 | 1.2794 | 1.2742 | 1.5726 | 1.0377 |
Largest Winning Trade | 57856 | 57856 | 37113 | 216492 | 216492 | 124118 |
Largest Losing Trade | -41712 | -37261 | -41712 | -308722 | -184415 | -308722 |
Avg Bars in Trades | 12 | 10 | 14 | 12 | 10 | 14 |
Avg Bars in Winners | 15 | 12 | 17 | 15 | 12 | 17 |
Avg Bars in Losers | 10 | 8 | 12 | 10 | 8 | 12 |
Bars Traded | 3672 | 1502 | 2170 | 3672 | 1502 | 2170 |
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 | 308762 | -51429 | -94876 | -280381 | -244616 | -390079 |
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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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