Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154454.0345 | 77659.0962 | 76794.9383 | 135807.0737 | 17092.2843 | 118714.7894 |
Total P&L (%) | 154.454 | 77.6591 | 76.7949 | 135.8071 | 17.0923 | 118.7148 |
Avg Daily Profit (%) | 0.2676 | 0.1346 | 0.1331 | 0.1488 | 0.0273 | 0.1357 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89567 | -40623 | -79205 | -87830 | -97486 | -96751 |
Profit Factor | 1.2889 | 1.3408 | 1.2503 | 1.218 | 1.0595 | 1.3536 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 140 | 71 | 69 | 140 | 71 | 69 |
Losing Trades | 152 | 75 | 77 | 152 | 75 | 77 |
Profitability (%) | 47.9452 | 48.6301 | 47.2603 | 47.9452 | 48.6301 | 47.2603 |
Ratio Avg Win / Avg Loss | 1.3993 | 1.4163 | 1.3953 | 1.3224 | 1.1192 | 1.5105 |
Largest Winning Trade | 28049 | 28049 | 25854 | 53687 | 25190 | 53687 |
Largest Losing Trade | -40910 | -19679 | -40910 | -56244 | -46526 | -56244 |
Avg Bars in Trades | 47 | 36 | 57 | 47 | 36 | 57 |
Avg Bars in Winners | 54 | 40 | 69 | 54 | 40 | 69 |
Avg Bars in Losers | 39 | 32 | 47 | 39 | 32 | 47 |
Bars Traded | 13730 | 5306 | 8424 | 13730 | 5306 | 8424 |
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 | 307906 | -14134 | -17216 | 196735 | -321348 | -11967 |
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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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