Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393649.6602 | 153606.5895 | 240043.0707 | 427069.1704 | 197382.8007 | 229686.3697 |
Total P&L (%) | 393.6497 | 153.6066 | 240.0431 | 427.0692 | 197.3828 | 229.6864 |
Avg Daily Profit (%) | 0.2642 | 0.1031 | 0.1611 | 0.1116 | 0.0732 | 0.0801 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182284 | -80506 | -141284 | -452285 | -199387 | -442101 |
Profit Factor | 1.4216 | 1.3323 | 1.509 | 1.1798 | 1.1713 | 1.1877 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 136 | 64 | 72 | 136 | 64 | 72 |
Losing Trades | 108 | 58 | 50 | 108 | 58 | 50 |
Profitability (%) | 55.7377 | 52.459 | 59.0164 | 55.7377 | 52.459 | 59.0164 |
Ratio Avg Win / Avg Loss | 1.1289 | 1.2074 | 1.0479 | 0.9369 | 1.0615 | 0.8248 |
Largest Winning Trade | 64967 | 57348 | 64967 | 142693 | 141909 | 142693 |
Largest Losing Trade | -42391 | -27551 | -42391 | -146651 | -91725 | -146651 |
Avg Bars in Trades | 36 | 24 | 47 | 36 | 24 | 47 |
Avg Bars in Winners | 40 | 24 | 54 | 40 | 24 | 54 |
Avg Bars in Losers | 31 | 25 | 38 | 31 | 25 | 38 |
Bars Traded | 8815 | 3002 | 5813 | 8815 | 3002 | 5813 |
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 | 396619 | -54687 | 345186 | -66408 | -126983 | -100741 |
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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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