Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83268.2538 | 43750.2115 | 39518.0423 | 103291.0492 | 38842.2238 | 64448.8255 |
Total P&L (%) | 83.2683 | 43.7502 | 39.518 | 103.291 | 38.8422 | 64.4488 |
Avg Daily Profit (%) | 0.1814 | 0.0953 | 0.0861 | 0.1547 | 0.0715 | 0.1084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26516 | -28083 | -20551 | -71661 | -77235 | -36337 |
Profit Factor | 1.4258 | 1.4479 | 1.4037 | 1.2868 | 1.199 | 1.3906 |
Total Trades | 542 | 271 | 271 | 542 | 271 | 271 |
Winning Trades | 410 | 209 | 201 | 410 | 209 | 201 |
Losing Trades | 132 | 62 | 70 | 132 | 62 | 70 |
Profitability (%) | 75.6458 | 77.1218 | 74.1697 | 75.6458 | 77.1218 | 74.1697 |
Ratio Avg Win / Avg Loss | 0.459 | 0.4295 | 0.4888 | 0.4143 | 0.3557 | 0.4843 |
Largest Winning Trade | 6292 | 4814 | 6292 | 7836 | 7836 | 6280 |
Largest Losing Trade | -26516 | -26516 | -20498 | -71661 | -71661 | -36244 |
Avg Bars in Trades | 20 | 19 | 20 | 20 | 19 | 20 |
Avg Bars in Winners | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Losers | 51 | 50 | 52 | 51 | 50 | 52 |
Bars Traded | 10930 | 5249 | 5681 | 10930 | 5249 | 5681 |
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 | 458420 | -64138 | -77737 | 419616 | -99174 | -46148 |
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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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