Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305372.1944 | 214767.5019 | 90604.6925 | 461380.7074 | 376567.2622 | 84813.4452 |
Total P&L (%) | 305.3722 | 214.7675 | 90.6047 | 461.3807 | 376.5673 | 84.8134 |
Avg Daily Profit (%) | 0.2932 | 0.2062 | 0.087 | 0.1658 | 0.15 | 0.059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98852 | -88878 | -54917 | -1384315 | -1236417 | -646913 |
Profit Factor | 1.4326 | 1.6335 | 1.247 | 1.0864 | 1.1409 | 1.0318 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 116 | 60 | 56 | 116 | 60 | 56 |
Losing Trades | 112 | 54 | 58 | 112 | 54 | 58 |
Profitability (%) | 50.8772 | 52.6316 | 49.1228 | 50.8772 | 52.6316 | 49.1228 |
Ratio Avg Win / Avg Loss | 1.3832 | 1.4702 | 1.2915 | 1.049 | 1.0268 | 1.0687 |
Largest Winning Trade | 49183 | 49183 | 30354 | 328966 | 328966 | 307622 |
Largest Losing Trade | -32970 | -17759 | -32970 | -347728 | -224966 | -347728 |
Avg Bars in Trades | 105 | 92 | 118 | 105 | 92 | 118 |
Avg Bars in Winners | 126 | 105 | 148 | 126 | 105 | 148 |
Avg Bars in Losers | 84 | 78 | 89 | 84 | 78 | 89 |
Bars Traded | 24072 | 10561 | 13511 | 24072 | 10561 | 13511 |
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 | 382270 | 350850 | -77665 | -116831 | -58279 | -300291 |
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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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