Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165070.7323 | 97765.6548 | 67305.0775 | 133503.7823 | 66352.7612 | 67151.0211 |
Total P&L (%) | 165.0707 | 97.7657 | 67.3051 | 133.5038 | 66.3528 | 67.151 |
Avg Daily Profit (%) | 0.3169 | 0.1877 | 0.1292 | 0.163 | 0.0978 | 0.0987 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81360 | -66528 | -33578 | -311524 | -269901 | -158262 |
Profit Factor | 1.2589 | 1.2838 | 1.2296 | 1.0747 | 1.0694 | 1.0808 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 147 | 69 | 78 | 147 | 69 | 78 |
Losing Trades | 139 | 74 | 65 | 139 | 74 | 65 |
Profitability (%) | 51.3986 | 48.2517 | 54.5455 | 51.3986 | 48.2517 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.1904 | 1.3768 | 1.0247 | 1.0162 | 1.1469 | 0.9007 |
Largest Winning Trade | 65123 | 65123 | 37746 | 130013 | 103276 | 130013 |
Largest Losing Trade | -18513 | -18513 | -17226 | -72452 | -59199 | -72452 |
Avg Bars in Trades | 86 | 86 | 85 | 86 | 86 | 85 |
Avg Bars in Winners | 84 | 87 | 82 | 84 | 87 | 82 |
Avg Bars in Losers | 87 | 86 | 89 | 87 | 86 | 89 |
Bars Traded | 24671 | 12399 | 12272 | 24671 | 12399 | 12272 |
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 | 344214 | 218756 | -21184 | -129933 | -208294 | -194879 |
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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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