Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 108488.8413 | 45072.6129 | 63416.2284 | 130173.0122 | 80519.8775 | 49653.1347 |
Total P&L (%) | 108.4888 | 45.0726 | 63.4162 | 130.173 | 80.5199 | 49.6531 |
Avg Daily Profit (%) | 0.4166 | 0.1731 | 0.2435 | 0.3206 | 0.2271 | 0.1549 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46159 | -24107 | -33364 | -76562 | -33664 | -79780 |
Profit Factor | 1.3976 | 1.3724 | 1.4177 | 1.2967 | 1.4534 | 1.1901 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Profitability (%) | 46.4968 | 44.8718 | 48.1013 | 46.4968 | 44.8718 | 48.1013 |
Ratio Avg Win / Avg Loss | 1.6082 | 1.6861 | 1.5297 | 1.4921 | 1.7856 | 1.2841 |
Largest Winning Trade | 24303 | 21151 | 24303 | 31991 | 31991 | 24626 |
Largest Losing Trade | -12268 | -7806 | -12268 | -37632 | -11314 | -37632 |
Avg Bars in Trades | 157 | 148 | 165 | 157 | 148 | 165 |
Avg Bars in Winners | 185 | 191 | 179 | 185 | 191 | 179 |
Avg Bars in Losers | 132 | 113 | 152 | 132 | 113 | 152 |
Bars Traded | 24679 | 11600 | 13079 | 24679 | 11600 | 13079 |
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 | 335834 | -30590 | -19623 | 244097 | -27863 | -34612 |
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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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