Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132483.9473 | 91063.3219 | 41420.6255 | 165469.2707 | 163293.3166 | 2175.9541 |
Total P&L (%) | 132.4839 | 91.0633 | 41.4206 | 165.4693 | 163.2933 | 2.176 |
Avg Daily Profit (%) | 0.5087 | 0.3497 | 0.1591 | 0.3756 | 0.3724 | 0.0083 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45392 | -25516 | -72566 | -160967 | -76279 | -225261 |
Profit Factor | 1.3343 | 1.5093 | 1.1905 | 1.1576 | 1.3555 | 1.0037 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 231 | 120 | 111 | 231 | 120 | 111 |
Losing Trades | 79 | 35 | 44 | 79 | 35 | 44 |
Profitability (%) | 74.5161 | 77.4194 | 71.6129 | 74.5161 | 77.4194 | 71.6129 |
Ratio Avg Win / Avg Loss | 0.4563 | 0.4402 | 0.4719 | 0.3959 | 0.3953 | 0.3979 |
Largest Winning Trade | 9029 | 8866 | 9029 | 21515 | 21515 | 19437 |
Largest Losing Trade | -35574 | -17803 | -35574 | -103072 | -40217 | -103072 |
Avg Bars in Trades | 78 | 78 | 79 | 78 | 78 | 79 |
Avg Bars in Winners | 37 | 39 | 35 | 37 | 39 | 35 |
Avg Bars in Losers | 199 | 210 | 190 | 199 | 210 | 190 |
Bars Traded | 24472 | 12123 | 12349 | 24472 | 12123 | 12349 |
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 | 442457 | 396441 | -5848 | -36333 | 369594 | -564041 |
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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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