Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69014.4553 | 31347.1424 | 37667.3129 | 80111.0389 | 24707.3279 | 55403.711 |
Total P&L (%) | 69.0145 | 31.3471 | 37.6673 | 80.111 | 24.7073 | 55.4037 |
Avg Daily Profit (%) | 0.1503 | 0.0683 | 0.0821 | 0.1283 | 0.0481 | 0.0961 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25928 | -19113 | -20093 | -39679 | -39849 | -29569 |
Profit Factor | 1.4669 | 1.4438 | 1.488 | 1.3619 | 1.2176 | 1.5137 |
Total Trades | 326 | 163 | 163 | 326 | 163 | 163 |
Winning Trades | 240 | 121 | 119 | 240 | 121 | 119 |
Losing Trades | 86 | 42 | 44 | 86 | 42 | 44 |
Profitability (%) | 73.6196 | 74.2331 | 73.0061 | 73.6196 | 74.2331 | 73.0061 |
Ratio Avg Win / Avg Loss | 0.5256 | 0.5012 | 0.5502 | 0.488 | 0.4227 | 0.5597 |
Largest Winning Trade | 10667 | 9388 | 10667 | 20047 | 8469 | 20047 |
Largest Losing Trade | -18643 | -15730 | -18643 | -32715 | -32715 | -27700 |
Avg Bars in Trades | 32 | 31 | 33 | 32 | 31 | 33 |
Avg Bars in Winners | 16 | 14 | 19 | 16 | 14 | 19 |
Avg Bars in Losers | 75 | 80 | 70 | 75 | 80 | 70 |
Bars Traded | 10539 | 5084 | 5455 | 10539 | 5084 | 5455 |
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 | 380511 | -102782 | -83753 | -19006 | -131824 | -63438 |
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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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