Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76338.6567 | 45393.8741 | 30944.7826 | 64608.0189 | 53706.3868 | 10901.6321 |
Total P&L (%) | 76.3387 | 45.3939 | 30.9448 | 64.608 | 53.7064 | 10.9016 |
Avg Daily Profit (%) | 0.2931 | 0.1743 | 0.1188 | 0.1916 | 0.1652 | 0.0397 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38565 | -31832 | -42416 | -75112 | -39966 | -78991 |
Profit Factor | 1.2047 | 1.2559 | 1.1583 | 1.1185 | 1.2116 | 1.0374 |
Total Trades | 327 | 164 | 163 | 327 | 164 | 163 |
Winning Trades | 174 | 84 | 90 | 174 | 84 | 90 |
Losing Trades | 153 | 80 | 73 | 153 | 80 | 73 |
Profitability (%) | 53.211 | 51.2195 | 55.2147 | 53.211 | 51.2195 | 55.2147 |
Ratio Avg Win / Avg Loss | 1.0593 | 1.1961 | 0.9395 | 0.9835 | 1.1539 | 0.8414 |
Largest Winning Trade | 26077 | 26077 | 17033 | 39524 | 39524 | 21565 |
Largest Losing Trade | -19715 | -11524 | -19715 | -37219 | -22537 | -37219 |
Avg Bars in Trades | 75 | 72 | 78 | 75 | 72 | 78 |
Avg Bars in Winners | 70 | 61 | 78 | 70 | 61 | 78 |
Avg Bars in Losers | 81 | 84 | 77 | 81 | 84 | 77 |
Bars Traded | 24633 | 11910 | 12723 | 24633 | 11910 | 12723 |
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 | 311378 | 163412 | -85882 | -83941 | 174504 | -459020 |
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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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