Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215029.1702 | 202766.4181 | 12262.7521 | 35706.6802 | 15203.585 | 20503.0952 |
Total P&L (%) | 215.0292 | 202.7664 | 12.2628 | 35.7067 | 15.2036 | 20.5031 |
Avg Daily Profit (%) | 0.2064 | 0.1947 | 0.0118 | 0.0293 | 0.0136 | 0.0179 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94164 | -88428 | -23998 | -180041 | -183799 | -38374 |
Profit Factor | 1.3041 | 1.3545 | 1.0908 | 1.0367 | 1.0191 | 1.1151 |
Total Trades | 287 | 143 | 144 | 287 | 143 | 144 |
Winning Trades | 137 | 62 | 75 | 137 | 62 | 75 |
Losing Trades | 150 | 81 | 69 | 150 | 81 | 69 |
Profitability (%) | 47.7352 | 43.3566 | 52.0833 | 47.7352 | 43.3566 | 52.0833 |
Ratio Avg Win / Avg Loss | 1.4279 | 1.7696 | 1.0035 | 1.1351 | 1.3314 | 1.0259 |
Largest Winning Trade | 133468 | 133468 | 6342 | 155963 | 155963 | 13937 |
Largest Losing Trade | -28811 | -28811 | -6449 | -68084 | -68084 | -13824 |
Avg Bars in Trades | 85 | 160 | 10 | 85 | 160 | 10 |
Avg Bars in Winners | 103 | 218 | 9 | 103 | 218 | 9 |
Avg Bars in Losers | 68 | 116 | 11 | 68 | 116 | 11 |
Bars Traded | 24497 | 22996 | 1501 | 24497 | 22996 | 1501 |
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 | 302598 | 228411 | -392800 | -335874 | -387030 | -268982 |
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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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