Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 204572.4259 | 100215.6161 | 104356.8098 | 259816.0622 | 155531.8824 | 104284.1797 |
Total P&L (%) | 204.5724 | 100.2156 | 104.3568 | 259.8161 | 155.5319 | 104.2842 |
Avg Daily Profit (%) | 0.3928 | 0.1924 | 0.2004 | 0.2461 | 0.1803 | 0.1372 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87455 | -61935 | -82661 | -129599 | -96475 | -112415 |
Profit Factor | 1.2229 | 1.2166 | 1.2294 | 1.1828 | 1.2149 | 1.1495 |
Total Trades | 663 | 332 | 331 | 663 | 332 | 331 |
Winning Trades | 303 | 143 | 160 | 303 | 143 | 160 |
Losing Trades | 360 | 189 | 171 | 360 | 189 | 171 |
Profitability (%) | 45.7014 | 43.0723 | 48.3384 | 45.7014 | 43.0723 | 48.3384 |
Ratio Avg Win / Avg Loss | 1.453 | 1.608 | 1.3139 | 1.4053 | 1.6057 | 1.2285 |
Largest Winning Trade | 55107 | 55107 | 28421 | 54211 | 54211 | 47634 |
Largest Losing Trade | -14206 | -10669 | -14206 | -27807 | -27658 | -27807 |
Avg Bars in Trades | 37 | 35 | 39 | 37 | 35 | 39 |
Avg Bars in Winners | 46 | 47 | 45 | 46 | 47 | 45 |
Avg Bars in Losers | 29 | 26 | 32 | 29 | 26 | 32 |
Bars Traded | 24741 | 11762 | 12979 | 24741 | 11762 | 12979 |
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 | 363771 | 221732 | 260517 | -10179 | 217630 | -65903 |
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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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