Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81171.2035 | 45889.035 | 35282.1685 | 88041.1273 | 50949.1206 | 37092.0067 |
Total P&L (%) | 81.1712 | 45.889 | 35.2822 | 88.0411 | 50.9491 | 37.092 |
Avg Daily Profit (%) | 0.5843 | 0.3304 | 0.254 | 0.4556 | 0.2969 | 0.2274 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30208 | -31701 | -32310 | -33611 | -31880 | -44296 |
Profit Factor | 1.2597 | 1.3132 | 1.2124 | 1.2272 | 1.2793 | 1.1808 |
Total Trades | 307 | 153 | 154 | 307 | 153 | 154 |
Winning Trades | 133 | 62 | 71 | 133 | 62 | 71 |
Losing Trades | 174 | 91 | 83 | 174 | 91 | 83 |
Profitability (%) | 43.3225 | 40.5229 | 46.1039 | 43.3225 | 40.5229 | 46.1039 |
Ratio Avg Win / Avg Loss | 1.648 | 1.9275 | 1.4173 | 1.6055 | 1.8777 | 1.3804 |
Largest Winning Trade | 19500 | 19500 | 14343 | 24639 | 24639 | 16892 |
Largest Losing Trade | -9302 | -7410 | -9302 | -11222 | -8742 | -11222 |
Avg Bars in Trades | 42 | 42 | 42 | 42 | 42 | 42 |
Avg Bars in Winners | 61 | 63 | 59 | 61 | 63 | 59 |
Avg Bars in Losers | 27 | 27 | 28 | 27 | 27 | 28 |
Bars Traded | 13028 | 6448 | 6580 | 13028 | 6448 | 6580 |
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 | 326952 | 111304 | 70006 | 280206 | 108975 | -19293 |
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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) |
---|