Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152313.305 | 88731.8637 | 63581.4413 | 226378.2168 | 137616.2237 | 88761.9931 |
Total P&L (%) | 152.3133 | 88.7319 | 63.5814 | 226.3782 | 137.6162 | 88.762 |
Avg Daily Profit (%) | 0.5849 | 0.3407 | 0.2442 | 0.4553 | 0.3329 | 0.2443 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30855 | -26629 | -17870 | -123734 | -109227 | -54642 |
Profit Factor | 1.5063 | 1.5826 | 1.428 | 1.3143 | 1.3789 | 1.2485 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 120 | 56 | 64 | 120 | 56 | 64 |
Losing Trades | 133 | 70 | 63 | 133 | 70 | 63 |
Profitability (%) | 47.4308 | 44.4444 | 50.3937 | 47.4308 | 44.4444 | 50.3937 |
Ratio Avg Win / Avg Loss | 1.6695 | 1.9783 | 1.4057 | 1.4566 | 1.7237 | 1.229 |
Largest Winning Trade | 72732 | 72732 | 12337 | 157623 | 157623 | 35669 |
Largest Losing Trade | -9587 | -7329 | -9587 | -31905 | -31905 | -24172 |
Avg Bars in Trades | 97 | 91 | 104 | 97 | 91 | 104 |
Avg Bars in Winners | 103 | 91 | 114 | 103 | 91 | 114 |
Avg Bars in Losers | 92 | 91 | 93 | 92 | 91 | 93 |
Bars Traded | 24732 | 11514 | 13218 | 24732 | 11514 | 13218 |
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 | 442628 | 286933 | 247497 | 320501 | 239711 | 223445 |
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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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