Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114587.81 | 53244.3573 | 61343.4527 | 111437.663 | 65579.5604 | 45858.1026 |
Total P&L (%) | 114.5878 | 53.2444 | 61.3435 | 111.4377 | 65.5796 | 45.8581 |
Avg Daily Profit (%) | 0.44 | 0.2045 | 0.2356 | 0.2879 | 0.1938 | 0.145 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47853 | -47470 | -41846 | -64267 | -40077 | -54478 |
Profit Factor | 1.2418 | 1.2929 | 1.21 | 1.1923 | 1.3012 | 1.1267 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 140 | 71 | 69 | 140 | 71 | 69 |
Losing Trades | 170 | 84 | 86 | 170 | 84 | 86 |
Profitability (%) | 45.1613 | 45.8065 | 44.5161 | 45.1613 | 45.8065 | 44.5161 |
Ratio Avg Win / Avg Loss | 1.5079 | 1.5296 | 1.5081 | 1.4478 | 1.5395 | 1.4043 |
Largest Winning Trade | 26953 | 26953 | 21686 | 40547 | 24501 | 40547 |
Largest Losing Trade | -15999 | -6472 | -15999 | -25849 | -10373 | -25849 |
Avg Bars in Trades | 79 | 34 | 124 | 79 | 34 | 124 |
Avg Bars in Winners | 115 | 44 | 189 | 115 | 44 | 189 |
Avg Bars in Losers | 50 | 27 | 72 | 50 | 27 | 72 |
Bars Traded | 24751 | 5423 | 19328 | 24751 | 5423 | 19328 |
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 | 318797 | 177261 | 169960 | -2291 | 205430 | -85490 |
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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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