Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112964.2349 | 66988.1641 | 45976.0708 | 119484.6482 | 77161.7567 | 42322.8915 |
Total P&L (%) | 112.9642 | 66.9882 | 45.9761 | 119.4846 | 77.1618 | 42.3229 |
Avg Daily Profit (%) | 0.4338 | 0.2572 | 0.1765 | 0.3023 | 0.2198 | 0.1356 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59832 | -42662 | -36359 | -57984 | -48515 | -33521 |
Profit Factor | 1.3641 | 1.4576 | 1.2805 | 1.3343 | 1.4447 | 1.2301 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 103 | 46 | 57 | 103 | 46 | 57 |
Losing Trades | 115 | 63 | 52 | 115 | 63 | 52 |
Profitability (%) | 47.2477 | 42.2018 | 52.2936 | 47.2477 | 42.2018 | 52.2936 |
Ratio Avg Win / Avg Loss | 1.523 | 1.9963 | 1.1682 | 1.4897 | 1.9786 | 1.1222 |
Largest Winning Trade | 38158 | 38158 | 29563 | 45891 | 45891 | 25293 |
Largest Losing Trade | -25606 | -8291 | -25606 | -26775 | -14858 | -26775 |
Avg Bars in Trades | 112 | 101 | 124 | 112 | 101 | 124 |
Avg Bars in Winners | 150 | 139 | 160 | 150 | 139 | 160 |
Avg Bars in Losers | 78 | 73 | 85 | 78 | 73 | 85 |
Bars Traded | 24605 | 11025 | 13580 | 24605 | 11025 | 13580 |
Profit Streak | 0 | 11.0977 | 0 | 0 | 11.0977 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355710 | 232869 | 155952 | 268707 | 225746 | -15707 |
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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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