Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80820.9124 | 48725.6844 | 32095.228 | 77535.2538 | 53282.019 | 24253.2348 |
Total P&L (%) | 80.8209 | 48.7257 | 32.0952 | 77.5353 | 53.282 | 24.2532 |
Avg Daily Profit (%) | 0.5818 | 0.3508 | 0.2311 | 0.4141 | 0.3079 | 0.1564 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41785 | -36017 | -25268 | -50465 | -32516 | -31847 |
Profit Factor | 1.2266 | 1.2734 | 1.1799 | 1.1784 | 1.2524 | 1.1085 |
Total Trades | 335 | 167 | 168 | 335 | 167 | 168 |
Winning Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Losing Trades | 176 | 87 | 89 | 176 | 87 | 89 |
Profitability (%) | 47.4627 | 47.9042 | 47.0238 | 47.4627 | 47.9042 | 47.0238 |
Ratio Avg Win / Avg Loss | 1.3578 | 1.3848 | 1.3293 | 1.3044 | 1.362 | 1.2489 |
Largest Winning Trade | 22316 | 22316 | 15809 | 24005 | 24005 | 16458 |
Largest Losing Trade | -19216 | -19216 | -13282 | -19159 | -19159 | -16616 |
Avg Bars in Trades | 38 | 40 | 37 | 38 | 40 | 37 |
Avg Bars in Winners | 46 | 50 | 41 | 46 | 50 | 41 |
Avg Bars in Losers | 31 | 30 | 33 | 31 | 30 | 33 |
Bars Traded | 12967 | 6693 | 6274 | 12967 | 6693 | 6274 |
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 | 342136 | 183868 | -20256 | -15823 | 178021 | -100546 |
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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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