Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95427.6386 | 18624.9756 | 76802.6629 | 106906.1249 | 35589.6099 | 71316.5151 |
Total P&L (%) | 95.4276 | 18.625 | 76.8027 | 106.9061 | 35.5896 | 71.3165 |
Avg Daily Profit (%) | 0.3664 | 0.0715 | 0.2949 | 0.2796 | 0.117 | 0.2069 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51105 | -48192 | -20320 | -58374 | -36279 | -40682 |
Profit Factor | 1.2731 | 1.1045 | 1.4488 | 1.2648 | 1.1761 | 1.3537 |
Total Trades | 302 | 151 | 151 | 302 | 151 | 151 |
Winning Trades | 146 | 71 | 75 | 146 | 71 | 75 |
Losing Trades | 156 | 80 | 76 | 156 | 80 | 76 |
Profitability (%) | 48.3444 | 47.0199 | 49.6689 | 48.3444 | 47.0199 | 49.6689 |
Ratio Avg Win / Avg Loss | 1.3603 | 1.2445 | 1.4681 | 1.3514 | 1.3251 | 1.3717 |
Largest Winning Trade | 29545 | 16055 | 29545 | 22792 | 14913 | 22792 |
Largest Losing Trade | -9593 | -7951 | -9593 | -14342 | -9907 | -14342 |
Avg Bars in Trades | 81 | 89 | 74 | 81 | 89 | 74 |
Avg Bars in Winners | 105 | 114 | 96 | 105 | 114 | 96 |
Avg Bars in Losers | 60 | 68 | 51 | 60 | 68 | 51 |
Bars Traded | 24754 | 13561 | 11193 | 24754 | 13561 | 11193 |
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 | 306116 | -213172 | 292926 | 277557 | -68621 | 244935 |
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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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