Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 58194.5431 | 28018.8879 | 30175.6552 | 43134.0778 | 26285.2442 | 16848.8336 |
Total P&L (%) | 58.1945 | 28.0189 | 30.1757 | 43.1341 | 26.2852 | 16.8488 |
Avg Daily Profit (%) | 0.6704 | 0.3228 | 0.3476 | 0.414 | 0.2692 | 0.1795 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54407 | -30044 | -35504 | -50421 | -28349 | -31946 |
Profit Factor | 1.2421 | 1.2214 | 1.2651 | 1.1914 | 1.217 | 1.1616 |
Total Trades | 368 | 184 | 184 | 368 | 184 | 184 |
Winning Trades | 165 | 87 | 78 | 165 | 87 | 78 |
Losing Trades | 203 | 97 | 106 | 203 | 97 | 106 |
Profitability (%) | 44.837 | 47.2826 | 42.3913 | 44.837 | 47.2826 | 42.3913 |
Ratio Avg Win / Avg Loss | 1.5282 | 1.3618 | 1.7193 | 1.4657 | 1.3568 | 1.5786 |
Largest Winning Trade | 47859 | 45139 | 47859 | 48668 | 48668 | 34899 |
Largest Losing Trade | -5845 | -5845 | -4657 | -9072 | -9072 | -4642 |
Avg Bars in Trades | 67 | 70 | 65 | 67 | 70 | 65 |
Avg Bars in Winners | 76 | 82 | 70 | 76 | 82 | 70 |
Avg Bars in Losers | 60 | 59 | 61 | 60 | 59 | 61 |
Bars Traded | 24939 | 12932 | 12007 | 24939 | 12932 | 12007 |
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 | 347938 | 86091 | 91773 | -4546 | 63076 | -47382 |
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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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