Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89340.4137 | 57012.062 | 32328.3517 | 43262.381 | 57903.2177 | -14640.8366 |
Total P&L (%) | 89.3404 | 57.0121 | 32.3284 | 43.2624 | 57.9032 | -14.6408 |
Avg Daily Profit (%) | 0.3431 | 0.2189 | 0.1241 | 0.1381 | 0.1756 | -0.0608 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69016 | -37743 | -69203 | -142005 | -53355 | -139673 |
Profit Factor | 1.2056 | 1.2776 | 1.1411 | 1.0581 | 1.1709 | 0.9639 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 168 | 82 | 86 | 168 | 82 | 86 |
Losing Trades | 96 | 50 | 46 | 96 | 50 | 46 |
Profitability (%) | 63.6364 | 62.1212 | 65.1515 | 63.6364 | 62.1212 | 65.1515 |
Ratio Avg Win / Avg Loss | 0.6889 | 0.779 | 0.6104 | 0.6046 | 0.7139 | 0.5156 |
Largest Winning Trade | 17334 | 13818 | 17334 | 23369 | 16172 | 23369 |
Largest Losing Trade | -44638 | -25924 | -44638 | -83207 | -27633 | -83207 |
Avg Bars in Trades | 93 | 95 | 91 | 93 | 95 | 91 |
Avg Bars in Winners | 56 | 60 | 52 | 56 | 60 | 52 |
Avg Bars in Losers | 158 | 153 | 164 | 158 | 153 | 164 |
Bars Traded | 24679 | 12636 | 12043 | 24679 | 12636 | 12043 |
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 | 303751 | 186075 | -96795 | -167040 | -27660 | -580413 |
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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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