Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161166.9803 | 113004.169 | 48162.8113 | 142333.6284 | 106240.7211 | 36092.9073 |
Total P&L (%) | 161.167 | 113.0042 | 48.1628 | 142.3336 | 106.2407 | 36.0929 |
Avg Daily Profit (%) | 0.1547 | 0.1085 | 0.0462 | 0.085 | 0.0695 | 0.0296 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56075 | -37200 | -59207 | -88627 | -48761 | -80433 |
Profit Factor | 1.2407 | 1.3421 | 1.142 | 1.1381 | 1.2091 | 1.0691 |
Total Trades | 402 | 201 | 201 | 402 | 201 | 201 |
Winning Trades | 205 | 92 | 113 | 205 | 92 | 113 |
Losing Trades | 197 | 109 | 88 | 197 | 109 | 88 |
Profitability (%) | 50.995 | 45.7711 | 56.2189 | 50.995 | 45.7711 | 56.2189 |
Ratio Avg Win / Avg Loss | 1.1923 | 1.5901 | 0.8893 | 1.0937 | 1.4326 | 0.8326 |
Largest Winning Trade | 31618 | 31618 | 23471 | 58982 | 58982 | 32026 |
Largest Losing Trade | -31794 | -26259 | -31794 | -51800 | -31481 | -51800 |
Avg Bars in Trades | 61 | 59 | 63 | 61 | 59 | 63 |
Avg Bars in Winners | 65 | 60 | 69 | 65 | 60 | 69 |
Avg Bars in Losers | 57 | 57 | 56 | 57 | 57 | 56 |
Bars Traded | 24675 | 11879 | 12796 | 24675 | 11879 | 12796 |
Profit Streak | 0 | 0 | 20.9023 | 0 | 0 | 20.9023 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330694 | -47856 | -196293 | -145816 | -101737 | -299770 |
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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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