Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101742.1892 | 33372.1314 | 68370.0579 | 98046.8034 | 31791.0234 | 66255.7799 |
Total P&L (%) | 101.7422 | 33.3721 | 68.3701 | 98.0468 | 31.791 | 66.2558 |
Avg Daily Profit (%) | 0.3907 | 0.1281 | 0.2625 | 0.2627 | 0.1061 | 0.1954 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56738 | -48072 | -27119 | -59794 | -49149 | -40188 |
Profit Factor | 1.2167 | 1.1339 | 1.3104 | 1.1733 | 1.1076 | 1.245 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 145 | 70 | 75 | 145 | 70 | 75 |
Losing Trades | 153 | 79 | 74 | 153 | 79 | 74 |
Profitability (%) | 48.6577 | 46.9799 | 50.3356 | 48.6577 | 46.9799 | 50.3356 |
Ratio Avg Win / Avg Loss | 1.2838 | 1.2796 | 1.2929 | 1.238 | 1.25 | 1.2284 |
Largest Winning Trade | 20740 | 16514 | 20740 | 36443 | 17929 | 36443 |
Largest Losing Trade | -20663 | -20663 | -12771 | -22442 | -22442 | -21619 |
Avg Bars in Trades | 83 | 81 | 85 | 83 | 81 | 85 |
Avg Bars in Winners | 85 | 80 | 90 | 85 | 80 | 90 |
Avg Bars in Losers | 81 | 82 | 80 | 81 | 82 | 80 |
Bars Traded | 24797 | 12099 | 12698 | 24797 | 12099 | 12698 |
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 | 304791 | -100771 | 240566 | -22102 | -159216 | 200461 |
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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) |
---|