Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414190.7906 | 288579.9068 | 125610.8838 | 255749.1079 | 243426.0235 | 12323.0844 |
Total P&L (%) | 414.1908 | 288.5799 | 125.6109 | 255.7491 | 243.426 | 12.3231 |
Avg Daily Profit (%) | 0.404 | 0.2815 | 0.1225 | 0.1238 | 0.1204 | 0.0113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133651 | -110138 | -91966 | -535269 | -200476 | -484784 |
Profit Factor | 1.3521 | 1.493 | 1.2126 | 1.1257 | 1.265 | 1.011 |
Total Trades | 331 | 165 | 166 | 331 | 165 | 166 |
Winning Trades | 153 | 69 | 84 | 153 | 69 | 84 |
Losing Trades | 178 | 96 | 82 | 178 | 96 | 82 |
Profitability (%) | 46.2236 | 41.8182 | 50.6024 | 46.2236 | 41.8182 | 50.6024 |
Ratio Avg Win / Avg Loss | 1.5731 | 2.0773 | 1.1837 | 1.3097 | 1.76 | 0.987 |
Largest Winning Trade | 215675 | 215675 | 27602 | 214709 | 214709 | 97421 |
Largest Losing Trade | -34157 | -31030 | -34157 | -278088 | -69376 | -278088 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 18 | 18 | 19 | 18 | 18 | 19 |
Avg Bars in Losers | 17 | 18 | 17 | 17 | 18 | 17 |
Bars Traded | 6105 | 3055 | 3050 | 6105 | 3055 | 3050 |
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 | 411045 | 291481 | -29242 | -109376 | -33880 | -480573 |
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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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