Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176734.4356 | 74742.7936 | 101991.642 | 247523.3261 | 62630.5915 | 184892.7346 |
Total P&L (%) | 176.7344 | 74.7428 | 101.9916 | 247.5233 | 62.6306 | 184.8927 |
Avg Daily Profit (%) | 0.3393 | 0.1435 | 0.1958 | 0.2395 | 0.0934 | 0.2012 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67342 | -62987 | -31977 | -261809 | -259155 | -118174 |
Profit Factor | 1.4241 | 1.3341 | 1.5285 | 1.1836 | 1.0856 | 1.3 |
Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
Winning Trades | 109 | 51 | 58 | 109 | 51 | 58 |
Losing Trades | 136 | 71 | 65 | 136 | 71 | 65 |
Profitability (%) | 44.4898 | 41.8033 | 47.1545 | 44.4898 | 41.8033 | 47.1545 |
Ratio Avg Win / Avg Loss | 1.7769 | 1.8572 | 1.713 | 1.4768 | 1.5113 | 1.4569 |
Largest Winning Trade | 34400 | 34400 | 25255 | 112186 | 112186 | 65753 |
Largest Losing Trade | -21953 | -21953 | -14032 | -89781 | -89781 | -51599 |
Avg Bars in Trades | 99 | 97 | 101 | 99 | 97 | 101 |
Avg Bars in Winners | 136 | 133 | 139 | 136 | 133 | 139 |
Avg Bars in Losers | 70 | 72 | 68 | 70 | 72 | 68 |
Bars Traded | 24478 | 11937 | 12541 | 24478 | 11937 | 12541 |
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 | 336084 | -4047 | 297855 | -11987 | -197973 | 209251 |
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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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