Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 108424.2413 | 65582.4052 | 42841.8362 | 100298.4129 | 76876.4538 | 23421.9591 |
Total P&L (%) | 108.4242 | 65.5824 | 42.8418 | 100.2984 | 76.8765 | 23.422 |
Avg Daily Profit (%) | 1.249 | 0.7555 | 0.4935 | 0.8034 | 0.6591 | 0.2427 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66037 | -42372 | -33753 | -72387 | -47628 | -35340 |
Profit Factor | 1.3459 | 1.4219 | 1.2711 | 1.2948 | 1.4673 | 1.1333 |
Total Trades | 347 | 173 | 174 | 347 | 173 | 174 |
Winning Trades | 161 | 79 | 82 | 161 | 79 | 82 |
Losing Trades | 186 | 94 | 92 | 186 | 94 | 92 |
Profitability (%) | 46.3977 | 45.6647 | 47.1264 | 46.3977 | 45.6647 | 47.1264 |
Ratio Avg Win / Avg Loss | 1.5549 | 1.6918 | 1.4262 | 1.4958 | 1.7459 | 1.2715 |
Largest Winning Trade | 65456 | 65456 | 55020 | 82714 | 82714 | 44850 |
Largest Losing Trade | -10757 | -7792 | -10757 | -13389 | -7515 | -13389 |
Avg Bars in Trades | 71 | 67 | 74 | 71 | 67 | 74 |
Avg Bars in Winners | 78 | 72 | 85 | 78 | 72 | 85 |
Avg Bars in Losers | 64 | 63 | 65 | 64 | 63 | 65 |
Bars Traded | 24699 | 11674 | 13025 | 24699 | 11674 | 13025 |
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 | 470924 | 386350 | 192935 | 405753 | 377289 | -73251 |
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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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