Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358524.8206 | 112853.584 | 245671.2366 | 631429.2795 | 25277.3328 | 606151.9467 |
Total P&L (%) | 358.5248 | 112.8536 | 245.6712 | 631.4293 | 25.2773 | 606.1519 |
Avg Daily Profit (%) | 0.2767 | 0.0871 | 0.1896 | 0.1537 | 0.0174 | 0.151 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82865 | -74494 | -64536 | -1196735 | -1078286 | -933422 |
Profit Factor | 1.4583 | 1.2953 | 1.614 | 1.1335 | 1.0108 | 1.2543 |
Total Trades | 283 | 141 | 142 | 283 | 141 | 142 |
Winning Trades | 129 | 63 | 66 | 129 | 63 | 66 |
Losing Trades | 154 | 78 | 76 | 154 | 78 | 76 |
Profitability (%) | 45.583 | 44.6809 | 46.4789 | 45.583 | 44.6809 | 46.4789 |
Ratio Avg Win / Avg Loss | 1.7409 | 1.6037 | 1.8586 | 1.3531 | 1.2514 | 1.4444 |
Largest Winning Trade | 60873 | 60873 | 60201 | 360501 | 360501 | 316457 |
Largest Losing Trade | -37682 | -31101 | -37682 | -516114 | -229313 | -516114 |
Avg Bars in Trades | 13 | 11 | 15 | 13 | 11 | 15 |
Avg Bars in Winners | 18 | 15 | 20 | 18 | 15 | 20 |
Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
Bars Traded | 3873 | 1687 | 2186 | 3873 | 1687 | 2186 |
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 | 377259 | -77476 | 335450 | -66029 | -383797 | 221540 |
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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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