Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219995.4746 | 86747.6101 | 133247.8645 | 531910.093 | 305943.1836 | 225966.9094 |
Total P&L (%) | 219.9955 | 86.7476 | 133.2479 | 531.9101 | 305.9432 | 225.9669 |
Avg Daily Profit (%) | 0.8448 | 0.3331 | 0.5117 | 0.7104 | 0.5394 | 0.4548 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39586 | -40948 | -22895 | -245559 | -101001 | -177401 |
Profit Factor | 1.4042 | 1.3257 | 1.4793 | 1.3426 | 1.4417 | 1.2628 |
Total Trades | 660 | 330 | 330 | 660 | 330 | 330 |
Winning Trades | 333 | 164 | 169 | 333 | 164 | 169 |
Losing Trades | 327 | 166 | 161 | 327 | 166 | 161 |
Profitability (%) | 50.4545 | 49.697 | 51.2121 | 50.4545 | 49.697 | 51.2121 |
Ratio Avg Win / Avg Loss | 1.3789 | 1.3419 | 1.4093 | 1.3184 | 1.4593 | 1.203 |
Largest Winning Trade | 27400 | 27400 | 20757 | 109830 | 109830 | 87561 |
Largest Losing Trade | -10993 | -7642 | -10993 | -89794 | -35199 | -89794 |
Avg Bars in Trades | 37 | 37 | 37 | 37 | 37 | 37 |
Avg Bars in Winners | 48 | 47 | 48 | 48 | 47 | 48 |
Avg Bars in Losers | 26 | 26 | 26 | 26 | 26 | 26 |
Bars Traded | 24752 | 12265 | 12486 | 24752 | 12265 | 12486 |
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 | 562313 | 311630 | 410262 | 534817 | 400635 | 345123 |
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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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