Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129587.993 | 71735.9102 | 57852.0828 | 150717.9918 | 96395.9386 | 54322.0533 |
Total P&L (%) | 129.588 | 71.7359 | 57.8521 | 150.718 | 96.3959 | 54.3221 |
Avg Daily Profit (%) | 0.4976 | 0.2755 | 0.2221 | 0.3536 | 0.2595 | 0.1667 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43399 | -33053 | -48272 | -90641 | -54745 | -97583 |
Profit Factor | 1.2966 | 1.3238 | 1.2685 | 1.1833 | 1.2319 | 1.1336 |
Total Trades | 299 | 150 | 149 | 299 | 150 | 149 |
Winning Trades | 132 | 70 | 62 | 132 | 70 | 62 |
Losing Trades | 167 | 80 | 87 | 167 | 80 | 87 |
Profitability (%) | 44.1472 | 46.6667 | 41.6107 | 44.1472 | 46.6667 | 41.6107 |
Ratio Avg Win / Avg Loss | 1.6403 | 1.5129 | 1.7801 | 1.497 | 1.4079 | 1.5907 |
Largest Winning Trade | 31424 | 31424 | 24467 | 55175 | 55175 | 31887 |
Largest Losing Trade | -11664 | -11664 | -11058 | -25517 | -20695 | -25517 |
Avg Bars in Trades | 82 | 84 | 80 | 82 | 84 | 80 |
Avg Bars in Winners | 116 | 115 | 116 | 116 | 115 | 116 |
Avg Bars in Losers | 55 | 57 | 54 | 55 | 57 | 54 |
Bars Traded | 24710 | 12725 | 11985 | 24710 | 12725 | 11985 |
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 | 332311 | 257226 | 114680 | -12080 | 192105 | -70989 |
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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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