Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432363.4926 | 304164.2481 | 128199.2446 | 289836.0837 | 198457.8732 | 91378.2105 |
Total P&L (%) | 432.3635 | 304.1642 | 128.1992 | 289.8361 | 198.4579 | 91.3782 |
Avg Daily Profit (%) | 0.4229 | 0.2975 | 0.1254 | 0.1332 | 0.107 | 0.0635 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103783 | -120724 | -107531 | -331355 | -197196 | -277328 |
Profit Factor | 1.2959 | 1.4033 | 1.1814 | 1.1356 | 1.1834 | 1.0866 |
Total Trades | 572 | 286 | 286 | 572 | 286 | 286 |
Winning Trades | 219 | 98 | 121 | 219 | 98 | 121 |
Losing Trades | 353 | 188 | 165 | 353 | 188 | 165 |
Profitability (%) | 38.2867 | 34.2657 | 42.3077 | 38.2867 | 34.2657 | 42.3077 |
Ratio Avg Win / Avg Loss | 2.0888 | 2.692 | 1.6109 | 1.8305 | 2.2703 | 1.4818 |
Largest Winning Trade | 211980 | 211980 | 32837 | 208621 | 208621 | 81212 |
Largest Losing Trade | -33708 | -21447 | -33708 | -129682 | -51399 | -129682 |
Avg Bars in Trades | 42 | 44 | 40 | 42 | 44 | 40 |
Avg Bars in Winners | 68 | 76 | 63 | 68 | 76 | 63 |
Avg Bars in Losers | 26 | 28 | 23 | 26 | 28 | 23 |
Bars Traded | 24305 | 12818 | 11487 | 24305 | 12818 | 11487 |
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 | 328675 | 183677 | -47575 | -87014 | -72932 | -235415 |
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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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