Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234931.1213 | 168236.4332 | 66694.6881 | 261350.0412 | 302886.4251 | -41536.384 |
Total P&L (%) | 234.9311 | 168.2364 | 66.6947 | 261.35 | 302.8864 | -41.5364 |
Avg Daily Profit (%) | 0.2255 | 0.1615 | 0.064 | 0.1234 | 0.1339 | -0.0515 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138595 | -83980 | -60959 | -1053961 | -597446 | -475108 |
Profit Factor | 1.3018 | 1.4128 | 1.1798 | 1.0821 | 1.1894 | 0.9738 |
Total Trades | 341 | 170 | 171 | 341 | 170 | 171 |
Winning Trades | 169 | 78 | 91 | 169 | 78 | 91 |
Losing Trades | 172 | 92 | 80 | 172 | 92 | 80 |
Profitability (%) | 49.5601 | 45.8824 | 53.2164 | 49.5601 | 45.8824 | 53.2164 |
Ratio Avg Win / Avg Loss | 1.3249 | 1.6664 | 1.0372 | 1.1013 | 1.4029 | 0.8561 |
Largest Winning Trade | 51153 | 51153 | 22757 | 220892 | 203633 | 220892 |
Largest Losing Trade | -19572 | -19572 | -19030 | -252386 | -147089 | -252386 |
Avg Bars in Trades | 72 | 66 | 79 | 72 | 66 | 79 |
Avg Bars in Winners | 77 | 69 | 83 | 77 | 69 | 83 |
Avg Bars in Losers | 68 | 63 | 73 | 68 | 63 | 73 |
Bars Traded | 24774 | 11243 | 13531 | 24774 | 11243 | 13531 |
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 | 343657 | 284769 | -129651 | -156906 | -27747 | -580020 |
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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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