Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80095.0517 | 47745.8252 | 32349.2265 | 90892.5764 | 54552.3913 | 36340.1852 |
Total P&L (%) | 80.0951 | 47.7458 | 32.3492 | 90.8926 | 54.5524 | 36.3402 |
Avg Daily Profit (%) | 0.3076 | 0.1833 | 0.1242 | 0.2486 | 0.1673 | 0.1191 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36997 | -32853 | -22523 | -33078 | -32183 | -19607 |
Profit Factor | 1.4103 | 1.4403 | 1.3727 | 1.4784 | 1.5402 | 1.4083 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 100 | 51 | 49 | 100 | 51 | 49 |
Losing Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Profitability (%) | 62.5 | 63.75 | 61.25 | 62.5 | 63.75 | 61.25 |
Ratio Avg Win / Avg Loss | 0.8462 | 0.819 | 0.8684 | 0.8871 | 0.8758 | 0.891 |
Largest Winning Trade | 11635 | 11635 | 7245 | 13185 | 11328 | 13185 |
Largest Losing Trade | -20869 | -20869 | -10685 | -19366 | -18740 | -19366 |
Avg Bars in Trades | 154 | 150 | 158 | 154 | 150 | 158 |
Avg Bars in Winners | 115 | 112 | 119 | 115 | 112 | 119 |
Avg Bars in Losers | 219 | 219 | 219 | 219 | 219 | 219 |
Bars Traded | 24730 | 12079 | 12651 | 24730 | 12079 | 12651 |
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 | 313003 | -13573 | -50339 | 309849 | -12596 | -56588 |
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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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