Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 134168.9886 | 40310.9821 | 93858.0066 | 146577.767 | 47366.3881 | 99211.3788 |
Total P&L (%) | 134.169 | 40.311 | 93.858 | 146.5778 | 47.3664 | 99.2114 |
Avg Daily Profit (%) | 0.5152 | 0.1548 | 0.3604 | 0.3472 | 0.149 | 0.265 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115659 | -80155 | -51855 | -583387 | -414819 | -221350 |
Profit Factor | 1.2054 | 1.1151 | 1.3099 | 1.0547 | 1.0332 | 1.0793 |
Total Trades | 503 | 252 | 251 | 503 | 252 | 251 |
Winning Trades | 209 | 97 | 112 | 209 | 97 | 112 |
Losing Trades | 294 | 155 | 139 | 294 | 155 | 139 |
Profitability (%) | 41.5507 | 38.4921 | 44.6215 | 41.5507 | 38.4921 | 44.6215 |
Ratio Avg Win / Avg Loss | 1.6957 | 1.7819 | 1.6256 | 1.4837 | 1.6509 | 1.3395 |
Largest Winning Trade | 46303 | 16406 | 46303 | 76277 | 76277 | 69044 |
Largest Losing Trade | -10146 | -10146 | -7984 | -38311 | -38311 | -35402 |
Avg Bars in Trades | 49 | 49 | 49 | 49 | 49 | 49 |
Avg Bars in Winners | 70 | 74 | 67 | 70 | 74 | 67 |
Avg Bars in Losers | 33 | 33 | 34 | 33 | 33 | 34 |
Bars Traded | 24720 | 12410 | 12310 | 24720 | 12410 | 12310 |
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 | 319653 | -92878 | 270644 | -153524 | -183753 | -127822 |
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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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