Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85750.8961 | 46757.7832 | 38993.1129 | 83686.0946 | 51660.2423 | 32025.8524 |
Total P&L (%) | 85.7509 | 46.7578 | 38.9931 | 83.6861 | 51.6602 | 32.0259 |
Avg Daily Profit (%) | 0.3293 | 0.1795 | 0.1497 | 0.2338 | 0.1601 | 0.1067 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44203 | -32780 | -47158 | -65591 | -42271 | -63764 |
Profit Factor | 1.2321 | 1.254 | 1.2103 | 1.1681 | 1.2152 | 1.1242 |
Total Trades | 386 | 193 | 193 | 386 | 193 | 193 |
Winning Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Losing Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Profitability (%) | 48.7047 | 48.7047 | 48.7047 | 48.7047 | 48.7047 | 48.7047 |
Ratio Avg Win / Avg Loss | 1.2976 | 1.3207 | 1.2747 | 1.2302 | 1.2799 | 1.184 |
Largest Winning Trade | 19295 | 19295 | 16072 | 19759 | 16354 | 19759 |
Largest Losing Trade | -20301 | -14374 | -20301 | -28379 | -21233 | -28379 |
Avg Bars in Trades | 63 | 62 | 64 | 63 | 62 | 64 |
Avg Bars in Winners | 62 | 62 | 62 | 62 | 62 | 62 |
Avg Bars in Losers | 63 | 61 | 66 | 63 | 61 | 66 |
Bars Traded | 24464 | 11977 | 12487 | 24464 | 11977 | 12487 |
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 | 306478 | 150597 | 94174 | -27641 | 150424 | -138809 |
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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) |
---|