Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 337954.3851 | 221368.8842 | 116585.5009 | 664017.769 | 467198.9199 | 196818.8491 |
Total P&L (%) | 337.9544 | 221.3689 | 116.5855 | 664.0178 | 467.1989 | 196.8188 |
Avg Daily Profit (%) | 0.3244 | 0.2125 | 0.1119 | 0.1954 | 0.1668 | 0.1045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55096 | -61841 | -62134 | -250138 | -196698 | -155501 |
Profit Factor | 1.4744 | 1.6341 | 1.3209 | 1.3318 | 1.4932 | 1.1868 |
Total Trades | 341 | 170 | 171 | 341 | 170 | 171 |
Winning Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Losing Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Profitability (%) | 39.8827 | 40 | 39.7661 | 39.8827 | 40 | 39.7661 |
Ratio Avg Win / Avg Loss | 2.2224 | 2.4512 | 2.0008 | 2.0076 | 2.2398 | 1.7976 |
Largest Winning Trade | 81668 | 81668 | 30296 | 243352 | 243352 | 146105 |
Largest Losing Trade | -22943 | -18525 | -22943 | -87464 | -74417 | -87464 |
Avg Bars in Trades | 72 | 71 | 73 | 72 | 71 | 73 |
Avg Bars in Winners | 120 | 113 | 126 | 120 | 113 | 126 |
Avg Bars in Losers | 40 | 43 | 38 | 40 | 43 | 38 |
Bars Traded | 24704 | 12144 | 12560 | 24704 | 12144 | 12560 |
Profit Streak | 0 | 7.9908 | 0 | 0 | 7.9908 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316576 | 285951 | -45893 | 260513 | 246000 | -71061 |
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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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