Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 123963.5431 | 32804.2124 | 91159.3307 | 141269.9174 | 53870.586 | 87399.3314 |
Total P&L (%) | 123.9635 | 32.8042 | 91.1593 | 141.2699 | 53.8706 | 87.3993 |
Avg Daily Profit (%) | 0.476 | 0.126 | 0.35 | 0.3388 | 0.1656 | 0.2415 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101746 | -88587 | -39304 | -76924 | -71630 | -26298 |
Profit Factor | 1.2439 | 1.1186 | 1.3936 | 1.2562 | 1.182 | 1.342 |
Total Trades | 420 | 210 | 210 | 420 | 210 | 210 |
Winning Trades | 195 | 94 | 101 | 195 | 94 | 101 |
Losing Trades | 225 | 116 | 109 | 225 | 116 | 109 |
Profitability (%) | 46.4286 | 44.7619 | 48.0952 | 46.4286 | 44.7619 | 48.0952 |
Ratio Avg Win / Avg Loss | 1.4353 | 1.3804 | 1.504 | 1.4494 | 1.4587 | 1.4483 |
Largest Winning Trade | 40979 | 40979 | 17103 | 31418 | 31418 | 27465 |
Largest Losing Trade | -11902 | -11902 | -7426 | -17035 | -14391 | -17035 |
Avg Bars in Trades | 59 | 58 | 59 | 59 | 58 | 59 |
Avg Bars in Winners | 77 | 77 | 78 | 77 | 77 | 78 |
Avg Bars in Losers | 42 | 42 | 42 | 42 | 42 | 42 |
Bars Traded | 24812 | 12255 | 12557 | 24812 | 12255 | 12557 |
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 | 328754 | -120707 | 326813 | 289228 | -16924 | 242052 |
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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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