Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175824.2605 | 81627.0515 | 94197.2089 | 311497.8123 | 162443.2367 | 149054.5757 |
Total P&L (%) | 175.8243 | 81.6271 | 94.1972 | 311.4978 | 162.4432 | 149.0546 |
Avg Daily Profit (%) | 0.6752 | 0.3134 | 0.3617 | 0.5447 | 0.3712 | 0.351 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40944 | -33364 | -23267 | -65430 | -67633 | -64655 |
Profit Factor | 1.396 | 1.3401 | 1.4616 | 1.3139 | 1.3054 | 1.3238 |
Total Trades | 325 | 162 | 163 | 325 | 162 | 163 |
Winning Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Losing Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Profitability (%) | 42.7692 | 42.5926 | 42.9448 | 42.7692 | 42.5926 | 42.9448 |
Ratio Avg Win / Avg Loss | 1.868 | 1.8063 | 1.9419 | 1.7582 | 1.7595 | 1.7587 |
Largest Winning Trade | 22011 | 22011 | 16754 | 60770 | 60770 | 42333 |
Largest Losing Trade | -10964 | -10964 | -7509 | -36479 | -36479 | -22213 |
Avg Bars in Trades | 75 | 76 | 74 | 75 | 76 | 74 |
Avg Bars in Winners | 107 | 111 | 103 | 107 | 111 | 103 |
Avg Bars in Losers | 52 | 51 | 53 | 52 | 51 | 53 |
Bars Traded | 24672 | 12453 | 12219 | 24672 | 12453 | 12219 |
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 | 394402 | 217723 | 264425 | 336212 | 227851 | 230807 |
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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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