Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 56385.3983 | 28700.1028 | 27685.2955 | 61866.2573 | 28985.9996 | 32880.2578 |
Total P&L (%) | 56.3854 | 28.7001 | 27.6853 | 61.8663 | 28.986 | 32.8803 |
Avg Daily Profit (%) | 0.6495 | 0.3306 | 0.3189 | 0.5563 | 0.2936 | 0.328 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18064 | -14998 | -11556 | -32107 | -29104 | -20097 |
Profit Factor | 1.3965 | 1.364 | 1.437 | 1.2783 | 1.2334 | 1.3349 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Losing Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Profitability (%) | 49.6732 | 48.6842 | 50.6494 | 49.6732 | 48.6842 | 50.6494 |
Ratio Avg Win / Avg Loss | 1.4149 | 1.4377 | 1.4001 | 1.2951 | 1.3001 | 1.3007 |
Largest Winning Trade | 14825 | 14825 | 12369 | 21035 | 19680 | 21035 |
Largest Losing Trade | -6965 | -6207 | -6965 | -11667 | -11055 | -11667 |
Avg Bars in Trades | 160 | 161 | 159 | 160 | 161 | 159 |
Avg Bars in Winners | 225 | 244 | 206 | 225 | 244 | 206 |
Avg Bars in Losers | 96 | 82 | 111 | 96 | 82 | 111 |
Bars Traded | 24555 | 12267 | 12288 | 24555 | 12267 | 12288 |
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 | 358461 | -45930 | -37579 | 316919 | -47019 | -37663 |
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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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