Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151961.5432 | 65478.7431 | 86482.8001 | 139527.3093 | 49465.3624 | 90061.9469 |
Total P&L (%) | 151.9615 | 65.4787 | 86.4828 | 139.5273 | 49.4654 | 90.0619 |
Avg Daily Profit (%) | 0.2918 | 0.1257 | 0.166 | 0.1679 | 0.0772 | 0.1234 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69211 | -46929 | -51633 | -288053 | -184061 | -174170 |
Profit Factor | 1.2455 | 1.2143 | 1.276 | 1.0809 | 1.0581 | 1.1031 |
Total Trades | 303 | 152 | 151 | 303 | 152 | 151 |
Winning Trades | 152 | 73 | 79 | 152 | 73 | 79 |
Losing Trades | 151 | 79 | 72 | 151 | 79 | 72 |
Profitability (%) | 50.165 | 48.0263 | 52.3179 | 50.165 | 48.0263 | 52.3179 |
Ratio Avg Win / Avg Loss | 1.2373 | 1.3141 | 1.1629 | 1.0738 | 1.145 | 1.0053 |
Largest Winning Trade | 34977 | 34977 | 30147 | 73196 | 73196 | 68333 |
Largest Losing Trade | -17118 | -12664 | -17118 | -63099 | -43132 | -63099 |
Avg Bars in Trades | 81 | 79 | 82 | 81 | 79 | 82 |
Avg Bars in Winners | 84 | 80 | 87 | 84 | 80 | 87 |
Avg Bars in Losers | 78 | 78 | 77 | 78 | 78 | 77 |
Bars Traded | 24662 | 12138 | 12524 | 24662 | 12138 | 12524 |
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 | 330966 | -27016 | 260475 | -123190 | -249000 | -135469 |
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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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