Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83062.7954 | 52755.7767 | 30307.0187 | 89004.7208 | 72960.957 | 16043.7638 |
Total P&L (%) | 83.0628 | 52.7558 | 30.307 | 89.0047 | 72.961 | 16.0438 |
Avg Daily Profit (%) | 0.319 | 0.2026 | 0.1164 | 0.2448 | 0.2106 | 0.0572 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36457 | -26873 | -39327 | -90818 | -58033 | -100975 |
Profit Factor | 1.2427 | 1.3765 | 1.1499 | 1.1309 | 1.2661 | 1.0395 |
Total Trades | 380 | 190 | 190 | 380 | 190 | 190 |
Winning Trades | 208 | 105 | 103 | 208 | 105 | 103 |
Losing Trades | 172 | 85 | 87 | 172 | 85 | 87 |
Profitability (%) | 54.7368 | 55.2632 | 54.2105 | 54.7368 | 55.2632 | 54.2105 |
Ratio Avg Win / Avg Loss | 1.0276 | 1.1143 | 0.9713 | 0.9352 | 1.0249 | 0.8781 |
Largest Winning Trade | 12741 | 12170 | 12741 | 25429 | 21654 | 25429 |
Largest Losing Trade | -20671 | -8513 | -20671 | -56288 | -14824 | -56288 |
Avg Bars in Trades | 65 | 66 | 64 | 65 | 66 | 64 |
Avg Bars in Winners | 57 | 57 | 58 | 57 | 57 | 58 |
Avg Bars in Losers | 73 | 77 | 70 | 73 | 77 | 70 |
Bars Traded | 24754 | 12565 | 12189 | 24754 | 12565 | 12189 |
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 | 344749 | 243757 | -98425 | -68992 | 263325 | -305236 |
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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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