Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262110.4972 | 166355.7423 | 95754.7549 | 583180.558 | 545516.4012 | 37664.1567 |
Total P&L (%) | 262.1105 | 166.3557 | 95.7548 | 583.1806 | 545.5164 | 37.6642 |
Avg Daily Profit (%) | 0.5033 | 0.3194 | 0.1839 | 0.3696 | 0.3587 | 0.0614 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54093 | -30573 | -37468 | -460345 | -193266 | -330385 |
Profit Factor | 1.5232 | 1.7159 | 1.3565 | 1.2539 | 1.5208 | 1.0301 |
Total Trades | 361 | 180 | 181 | 361 | 180 | 181 |
Winning Trades | 154 | 73 | 81 | 154 | 73 | 81 |
Losing Trades | 207 | 107 | 100 | 207 | 107 | 100 |
Profitability (%) | 42.6593 | 40.5556 | 44.7514 | 42.6593 | 40.5556 | 44.7514 |
Ratio Avg Win / Avg Loss | 2.0474 | 2.515 | 1.6747 | 1.6855 | 2.2291 | 1.2718 |
Largest Winning Trade | 47238 | 47238 | 29729 | 215392 | 215392 | 163369 |
Largest Losing Trade | -19511 | -7452 | -19511 | -85244 | -68865 | -85244 |
Avg Bars in Trades | 68 | 63 | 73 | 68 | 63 | 73 |
Avg Bars in Winners | 105 | 107 | 104 | 105 | 107 | 104 |
Avg Bars in Losers | 41 | 34 | 48 | 41 | 34 | 48 |
Bars Traded | 24850 | 11518 | 13332 | 24850 | 11518 | 13332 |
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 | 404491 | 289404 | 245010 | 319130 | 291025 | -302963 |
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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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