Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 142157.1488 | 95295.9267 | 46861.2221 | 91320.9366 | 45266.1414 | 46054.7953 |
Total P&L (%) | 142.1571 | 95.2959 | 46.8612 | 91.3209 | 45.2661 | 46.0548 |
Avg Daily Profit (%) | 0.2729 | 0.183 | 0.09 | 0.1246 | 0.0717 | 0.0728 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71389 | -66792 | -40693 | -147922 | -128518 | -64874 |
Profit Factor | 1.2638 | 1.3298 | 1.1875 | 1.1078 | 1.0964 | 1.1219 |
Total Trades | 321 | 160 | 161 | 321 | 160 | 161 |
Winning Trades | 155 | 69 | 86 | 155 | 69 | 86 |
Losing Trades | 166 | 91 | 75 | 166 | 91 | 75 |
Profitability (%) | 48.2866 | 43.125 | 53.4161 | 48.2866 | 43.125 | 53.4161 |
Ratio Avg Win / Avg Loss | 1.3535 | 1.7538 | 1.0356 | 1.1864 | 1.446 | 0.9784 |
Largest Winning Trade | 89005 | 89005 | 22162 | 94349 | 94349 | 35156 |
Largest Losing Trade | -13361 | -11738 | -13361 | -27032 | -26399 | -27032 |
Avg Bars in Trades | 76 | 73 | 79 | 76 | 73 | 79 |
Avg Bars in Winners | 100 | 96 | 103 | 100 | 96 | 103 |
Avg Bars in Losers | 53 | 55 | 51 | 53 | 55 | 51 |
Bars Traded | 24553 | 11719 | 12833 | 24553 | 11719 | 12833 |
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 | 307822 | 212152 | -88596 | -128129 | -216367 | -185393 |
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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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