Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 503469.4159 | 309496.4084 | 193973.0075 | 1567936.6747 | 1243572.6355 | 324364.0391 |
Total P&L (%) | 503.4694 | 309.4964 | 193.973 | 1567.9367 | 1243.5726 | 324.364 |
Avg Daily Profit (%) | 0.2989 | 0.1837 | 0.1152 | 0.1672 | 0.1543 | 0.0858 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58130 | -91991 | -44589 | -887422 | -341834 | -877014 |
Profit Factor | 1.6217 | 1.7536 | 1.486 | 1.3076 | 1.5138 | 1.1211 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 112 | 54 | 58 | 112 | 54 | 58 |
Losing Trades | 180 | 92 | 88 | 180 | 92 | 88 |
Profitability (%) | 38.3562 | 36.9863 | 39.726 | 38.3562 | 36.9863 | 39.726 |
Ratio Avg Win / Avg Loss | 2.6063 | 2.9876 | 2.2547 | 2.1015 | 2.5791 | 1.701 |
Largest Winning Trade | 112586 | 112586 | 51135 | 650842 | 650842 | 406253 |
Largest Losing Trade | -18368 | -15720 | -18368 | -290102 | -162621 | -290102 |
Avg Bars in Trades | 22 | 21 | 24 | 22 | 21 | 24 |
Avg Bars in Winners | 41 | 37 | 44 | 41 | 37 | 44 |
Avg Bars in Losers | 11 | 12 | 10 | 11 | 12 | 10 |
Bars Traded | 6662 | 3147 | 3515 | 6662 | 3147 | 3515 |
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 | 332278 | 210817 | -40823 | 225919 | 187149 | -168391 |
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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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