Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285129.865 | 126136.2764 | 158993.5886 | 715248.7682 | 265504.0708 | 449744.6973 |
Total P&L (%) | 285.1299 | 126.1363 | 158.9936 | 715.2488 | 265.5041 | 449.7447 |
Avg Daily Profit (%) | 0.5475 | 0.2422 | 0.3053 | 0.4037 | 0.2492 | 0.3278 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53964 | -50795 | -35360 | -344940 | -220235 | -251325 |
Profit Factor | 1.4638 | 1.4054 | 1.5236 | 1.3132 | 1.2228 | 1.4117 |
Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
Winning Trades | 126 | 59 | 67 | 126 | 59 | 67 |
Losing Trades | 144 | 76 | 68 | 144 | 76 | 68 |
Profitability (%) | 46.6667 | 43.7037 | 49.6296 | 46.6667 | 43.7037 | 49.6296 |
Ratio Avg Win / Avg Loss | 1.6729 | 1.8103 | 1.5464 | 1.5008 | 1.5751 | 1.4328 |
Largest Winning Trade | 38341 | 38341 | 26607 | 164947 | 164947 | 102930 |
Largest Losing Trade | -13827 | -12927 | -13827 | -88273 | -86210 | -88273 |
Avg Bars in Trades | 91 | 94 | 88 | 91 | 94 | 88 |
Avg Bars in Winners | 130 | 132 | 129 | 130 | 132 | 129 |
Avg Bars in Losers | 56 | 64 | 47 | 56 | 64 | 47 |
Bars Traded | 24630 | 12702 | 11928 | 24630 | 12702 | 11928 |
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 | 444020 | 237849 | 366240 | 381650 | 199830 | 308546 |
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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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