Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 162293.8187 | 65929.8403 | 96363.9784 | 148581.1124 | 15572.6668 | 133008.4455 |
Total P&L (%) | 162.2938 | 65.9298 | 96.364 | 148.5811 | 15.5727 | 133.0084 |
Avg Daily Profit (%) | 0.3116 | 0.1266 | 0.185 | 0.175 | 0.0278 | 0.1625 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69568 | -94621 | -44272 | -390871 | -416241 | -140184 |
Profit Factor | 1.2724 | 1.218 | 1.3284 | 1.0792 | 1.0159 | 1.1482 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 128 | 63 | 65 | 128 | 63 | 65 |
Losing Trades | 138 | 70 | 68 | 138 | 70 | 68 |
Profitability (%) | 48.1203 | 47.3684 | 48.8722 | 48.1203 | 47.3684 | 48.8722 |
Ratio Avg Win / Avg Loss | 1.3718 | 1.3533 | 1.3897 | 1.1636 | 1.1288 | 1.2012 |
Largest Winning Trade | 45859 | 45859 | 33874 | 159637 | 159637 | 112447 |
Largest Losing Trade | -19504 | -19504 | -14247 | -74151 | -74151 | -52996 |
Avg Bars in Trades | 92 | 92 | 93 | 92 | 92 | 93 |
Avg Bars in Winners | 110 | 111 | 110 | 110 | 111 | 110 |
Avg Bars in Losers | 75 | 75 | 76 | 75 | 75 | 76 |
Bars Traded | 24671 | 12281 | 12390 | 24671 | 12281 | 12390 |
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 | 308937 | -26507 | 235493 | -125866 | -370393 | -51384 |
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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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