Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156653.0435 | 84119.9393 | 72533.1042 | 217830.9676 | 211502.6431 | 6328.3246 |
Total P&L (%) | 156.653 | 84.1199 | 72.5331 | 217.831 | 211.5026 | 6.3283 |
Avg Daily Profit (%) | 0.6015 | 0.323 | 0.2785 | 0.445 | 0.4373 | 0.0236 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63530 | -35677 | -49365 | -231124 | -108654 | -187899 |
Profit Factor | 1.3215 | 1.3431 | 1.2996 | 1.1627 | 1.3304 | 1.0091 |
Total Trades | 313 | 157 | 156 | 313 | 157 | 156 |
Winning Trades | 133 | 65 | 68 | 133 | 65 | 68 |
Losing Trades | 180 | 92 | 88 | 180 | 92 | 88 |
Profitability (%) | 42.492 | 41.4013 | 43.5897 | 42.492 | 41.4013 | 43.5897 |
Ratio Avg Win / Avg Loss | 1.7884 | 1.901 | 1.6818 | 1.5736 | 1.883 | 1.3058 |
Largest Winning Trade | 28565 | 28565 | 25937 | 103618 | 103618 | 41250 |
Largest Losing Trade | -12695 | -10174 | -12695 | -50767 | -24497 | -50767 |
Avg Bars in Trades | 78 | 77 | 79 | 78 | 77 | 79 |
Avg Bars in Winners | 115 | 113 | 117 | 115 | 113 | 117 |
Avg Bars in Losers | 51 | 52 | 51 | 51 | 52 | 51 |
Bars Traded | 24638 | 12183 | 12455 | 24638 | 12183 | 12455 |
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 | 349225 | 203702 | 210887 | -33381 | 236063 | -541351 |
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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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