Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135910.3753 | 73317.1472 | 62593.2281 | 159291.9829 | 126763.8674 | 32528.1155 |
Total P&L (%) | 135.9104 | 73.3171 | 62.5932 | 159.292 | 126.7639 | 32.5281 |
Avg Daily Profit (%) | 0.5219 | 0.2815 | 0.2404 | 0.3665 | 0.3149 | 0.1082 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54001 | -33341 | -32222 | -180463 | -111794 | -106798 |
Profit Factor | 1.2593 | 1.2679 | 1.25 | 1.1271 | 1.1983 | 1.053 |
Total Trades | 556 | 278 | 278 | 556 | 278 | 278 |
Winning Trades | 234 | 107 | 127 | 234 | 107 | 127 |
Losing Trades | 322 | 171 | 151 | 322 | 171 | 151 |
Profitability (%) | 42.0863 | 38.4892 | 45.6835 | 42.0863 | 38.4892 | 45.6835 |
Ratio Avg Win / Avg Loss | 1.7329 | 2.0262 | 1.4862 | 1.551 | 1.9151 | 1.2519 |
Largest Winning Trade | 55167 | 55167 | 25823 | 107809 | 107809 | 26403 |
Largest Losing Trade | -10245 | -10106 | -10245 | -35755 | -24650 | -35755 |
Avg Bars in Trades | 44 | 42 | 47 | 44 | 42 | 47 |
Avg Bars in Winners | 67 | 68 | 66 | 67 | 68 | 66 |
Avg Bars in Losers | 28 | 25 | 30 | 28 | 25 | 30 |
Bars Traded | 24854 | 11749 | 13105 | 24854 | 11749 | 13105 |
Profit Streak | 0 | 0 | 0.876 | 0 | 0 | 0.876 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351027 | 156358 | 98355 | -72137 | 85674 | -218214 |
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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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