Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 146585.4018 | 49446.3084 | 97139.0934 | 211408.2688 | 91265.2407 | 120143.028 |
Total P&L (%) | 146.5854 | 49.4463 | 97.1391 | 211.4083 | 91.2652 | 120.143 |
Avg Daily Profit (%) | 0.5629 | 0.1899 | 0.373 | 0.4371 | 0.2493 | 0.3035 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24478 | -34319 | -14903 | -69140 | -39976 | -40462 |
Profit Factor | 1.4096 | 1.2695 | 1.557 | 1.3936 | 1.3292 | 1.4624 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Losing Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Profitability (%) | 41.0853 | 41.0853 | 41.0853 | 41.0853 | 41.0853 | 41.0853 |
Ratio Avg Win / Avg Loss | 2.0213 | 1.8204 | 2.2327 | 1.9984 | 1.906 | 2.0971 |
Largest Winning Trade | 39449 | 39449 | 28475 | 40710 | 40710 | 32907 |
Largest Losing Trade | -11404 | -11404 | -7092 | -20609 | -15834 | -20609 |
Avg Bars in Trades | 96 | 97 | 94 | 96 | 97 | 94 |
Avg Bars in Winners | 149 | 153 | 144 | 149 | 153 | 144 |
Avg Bars in Losers | 58 | 57 | 60 | 58 | 57 | 60 |
Bars Traded | 24797 | 12546 | 12251 | 24797 | 12546 | 12251 |
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 | 326689 | 75097 | 244484 | 284494 | 156298 | 202279 |
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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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