Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205167.9846 | 144700.177 | 60467.8075 | 280372.635 | 206631.6695 | 73740.9655 |
Total P&L (%) | 205.168 | 144.7002 | 60.4678 | 280.3726 | 206.6317 | 73.741 |
Avg Daily Profit (%) | 0.3939 | 0.2778 | 0.1161 | 0.2568 | 0.2154 | 0.1061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50698 | -34872 | -67507 | -83210 | -65598 | -99968 |
Profit Factor | 1.2545 | 1.3786 | 1.1426 | 1.1979 | 1.3077 | 1.099 |
Total Trades | 590 | 295 | 295 | 590 | 295 | 295 |
Winning Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Losing Trades | 357 | 178 | 179 | 357 | 178 | 179 |
Profitability (%) | 39.4915 | 39.661 | 39.322 | 39.4915 | 39.661 | 39.322 |
Ratio Avg Win / Avg Loss | 1.9221 | 2.0974 | 1.7632 | 1.8354 | 1.9895 | 1.6958 |
Largest Winning Trade | 40108 | 40108 | 26677 | 97363 | 97363 | 75067 |
Largest Losing Trade | -14118 | -9711 | -14118 | -41049 | -35248 | -41049 |
Avg Bars in Trades | 42 | 41 | 42 | 42 | 41 | 42 |
Avg Bars in Winners | 67 | 65 | 69 | 67 | 65 | 69 |
Avg Bars in Losers | 25 | 25 | 25 | 25 | 25 | 25 |
Bars Traded | 24898 | 12267 | 12631 | 24898 | 12267 | 12631 |
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 | 310411 | 228941 | -104923 | 173162 | 194123 | -165619 |
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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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