Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97780.359 | 58730.5695 | 39049.7895 | 104010.8451 | 87426.2799 | 16584.5652 |
Total P&L (%) | 97.7804 | 58.7306 | 39.0498 | 104.0108 | 87.4263 | 16.5846 |
Avg Daily Profit (%) | 0.3755 | 0.2255 | 0.1499 | 0.2742 | 0.2415 | 0.0589 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34914 | -28210 | -29998 | -91877 | -73636 | -62846 |
Profit Factor | 1.2962 | 1.4193 | 1.2054 | 1.1681 | 1.321 | 1.0479 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 143 | 74 | 69 | 143 | 74 | 69 |
Losing Trades | 129 | 62 | 67 | 129 | 62 | 67 |
Profitability (%) | 52.5735 | 54.4118 | 50.7353 | 52.5735 | 54.4118 | 50.7353 |
Ratio Avg Win / Avg Loss | 1.1693 | 1.1892 | 1.1705 | 1.0538 | 1.1068 | 1.0175 |
Largest Winning Trade | 29529 | 25722 | 29529 | 54777 | 54777 | 24295 |
Largest Losing Trade | -14445 | -8681 | -14445 | -25765 | -25625 | -25765 |
Avg Bars in Trades | 90 | 78 | 101 | 90 | 78 | 101 |
Avg Bars in Winners | 93 | 70 | 118 | 93 | 70 | 118 |
Avg Bars in Losers | 86 | 88 | 84 | 86 | 88 | 84 |
Bars Traded | 24486 | 10665 | 13821 | 24486 | 10665 | 13821 |
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 | 343522 | 247812 | 101921 | -26950 | 258154 | -292715 |
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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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