Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 183695.9269 | 55974.8595 | 127721.0673 | 112229.3259 | 7286.8105 | 104942.5154 |
Total P&L (%) | 183.6959 | 55.9749 | 127.7211 | 112.2293 | 7.2868 | 104.9425 |
Avg Daily Profit (%) | 0.1763 | 0.0537 | 0.1226 | 0.0723 | 0.0068 | 0.0689 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117821 | -123516 | -91322 | -94292 | -105640 | -45589 |
Profit Factor | 1.2139 | 1.1271 | 1.3054 | 1.1395 | 1.0162 | 1.2954 |
Total Trades | 344 | 172 | 172 | 344 | 172 | 172 |
Winning Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Losing Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Profitability (%) | 50.5814 | 50.5814 | 50.5814 | 50.5814 | 50.5814 | 50.5814 |
Ratio Avg Win / Avg Loss | 1.186 | 1.1011 | 1.2754 | 1.1133 | 0.9929 | 1.2656 |
Largest Winning Trade | 36799 | 36799 | 30667 | 41656 | 41656 | 34909 |
Largest Losing Trade | -24402 | -22552 | -24402 | -36382 | -36382 | -23371 |
Avg Bars in Trades | 71 | 76 | 66 | 71 | 76 | 66 |
Avg Bars in Winners | 85 | 89 | 80 | 85 | 89 | 80 |
Avg Bars in Losers | 57 | 62 | 51 | 57 | 62 | 51 |
Bars Traded | 24536 | 13151 | 11384 | 24536 | 13151 | 11384 |
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 | 318620 | -202441 | -28786 | -161640 | -553509 | -100451 |
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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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