Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262986.7057 | 204483.966 | 58502.7397 | 308972.2941 | 277677.2904 | 31295.0037 |
Total P&L (%) | 262.9867 | 204.484 | 58.5027 | 308.9723 | 277.6773 | 31.295 |
Avg Daily Profit (%) | 3.0295 | 2.3555 | 0.6739 | 1.6357 | 1.5426 | 0.3141 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59972 | -37325 | -40055 | -56786 | -33819 | -40505 |
Profit Factor | 1.8265 | 2.2771 | 1.3701 | 1.962 | 2.7987 | 1.1876 |
Total Trades | 420 | 210 | 210 | 420 | 210 | 210 |
Winning Trades | 169 | 83 | 86 | 169 | 83 | 86 |
Losing Trades | 251 | 127 | 124 | 251 | 127 | 124 |
Profitability (%) | 40.2381 | 39.5238 | 40.9524 | 40.2381 | 39.5238 | 40.9524 |
Ratio Avg Win / Avg Loss | 2.7127 | 3.4842 | 1.9755 | 2.914 | 4.2823 | 1.7124 |
Largest Winning Trade | 203665 | 203665 | 75463 | 282527 | 282527 | 59661 |
Largest Losing Trade | -5358 | -5358 | -5141 | -19446 | -19446 | -15935 |
Avg Bars in Trades | 59 | 55 | 63 | 59 | 55 | 63 |
Avg Bars in Winners | 70 | 60 | 80 | 70 | 60 | 80 |
Avg Bars in Losers | 51 | 52 | 50 | 51 | 52 | 50 |
Bars Traded | 24882 | 11647 | 13235 | 24882 | 11647 | 13235 |
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 | 525682 | 466471 | 273849 | 491543 | 477300 | -12346 |
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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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