Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 491252.4275 | 458091.3181 | 33161.1094 | 55528.7581 | -84979.9163 | 140508.6743 |
Total P&L (%) | 491.2524 | 458.0913 | 33.1611 | 55.5288 | -84.9799 | 140.5087 |
Avg Daily Profit (%) | 0.2039 | 0.1901 | 0.0138 | 0.0183 | -0.0787 | 0.0364 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199490 | -115423 | -137947 | -407578 | -295679 | -219530 |
Profit Factor | 1.4558 | 1.8185 | 1.064 | 1.0245 | 0.9275 | 1.128 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 112 | 58 | 54 | 112 | 58 | 54 |
Losing Trades | 144 | 70 | 74 | 144 | 70 | 74 |
Profitability (%) | 43.75 | 45.3125 | 42.1875 | 43.75 | 45.3125 | 42.1875 |
Ratio Avg Win / Avg Loss | 1.8717 | 2.1948 | 1.4581 | 1.3172 | 1.1194 | 1.5457 |
Largest Winning Trade | 241608 | 241608 | 67582 | 161255 | 149308 | 161255 |
Largest Losing Trade | -36116 | -31910 | -36116 | -103022 | -103022 | -86471 |
Avg Bars in Trades | 36 | 30 | 43 | 36 | 30 | 43 |
Avg Bars in Winners | 55 | 42 | 69 | 55 | 42 | 69 |
Avg Bars in Losers | 22 | 19 | 24 | 22 | 19 | 24 |
Bars Traded | 9417 | 3853 | 5564 | 9417 | 3853 | 5564 |
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 | 313562 | 322178 | -330676 | -364035 | -581148 | -226140 |
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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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