Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93562.5585 | 54477.6045 | 39084.954 | 84912.943 | 56102.229 | 28810.714 |
Total P&L (%) | 93.5626 | 54.4776 | 39.085 | 84.9129 | 56.1022 | 28.8107 |
Avg Daily Profit (%) | 0.3593 | 0.2092 | 0.1501 | 0.2363 | 0.1712 | 0.0973 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35986 | -36545 | -22442 | -63398 | -39867 | -45761 |
Profit Factor | 1.3011 | 1.3556 | 1.2481 | 1.1734 | 1.2373 | 1.1138 |
Total Trades | 325 | 163 | 162 | 325 | 163 | 162 |
Winning Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Losing Trades | 176 | 89 | 87 | 176 | 89 | 87 |
Profitability (%) | 45.8462 | 45.3988 | 46.2963 | 45.8462 | 45.3988 | 46.2963 |
Ratio Avg Win / Avg Loss | 1.5368 | 1.6303 | 1.4478 | 1.386 | 1.4881 | 1.292 |
Largest Winning Trade | 67667 | 67667 | 15182 | 83669 | 83669 | 21872 |
Largest Losing Trade | -10535 | -8368 | -10535 | -21862 | -12190 | -21862 |
Avg Bars in Trades | 76 | 69 | 83 | 76 | 69 | 83 |
Avg Bars in Winners | 95 | 83 | 107 | 95 | 83 | 107 |
Avg Bars in Losers | 59 | 56 | 61 | 59 | 56 | 61 |
Bars Traded | 24718 | 11249 | 13469 | 24718 | 11249 | 13469 |
Profit Streak | 0 | 0 | 3.184 | 0 | 0 | 3.184 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319410 | 191263 | 41047 | -23168 | 117433 | -165239 |
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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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