Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140813.1286 | 89269.3198 | 51543.8088 | 175099.9352 | 98324.6971 | 76775.2381 |
Total P&L (%) | 140.8131 | 89.2693 | 51.5438 | 175.0999 | 98.3247 | 76.7752 |
Avg Daily Profit (%) | 0.3594 | 0.2278 | 0.1315 | 0.2586 | 0.1749 | 0.1455 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44180 | -42540 | -40288 | -86033 | -78919 | -57781 |
Profit Factor | 1.2094 | 1.2699 | 1.1508 | 1.1591 | 1.1821 | 1.1369 |
Total Trades | 720 | 360 | 360 | 720 | 360 | 360 |
Winning Trades | 350 | 178 | 172 | 350 | 178 | 172 |
Losing Trades | 370 | 182 | 188 | 370 | 182 | 188 |
Profitability (%) | 48.6111 | 49.4444 | 47.7778 | 48.6111 | 49.4444 | 47.7778 |
Ratio Avg Win / Avg Loss | 1.2785 | 1.2985 | 1.2578 | 1.2253 | 1.2087 | 1.2427 |
Largest Winning Trade | 25998 | 25998 | 23602 | 39569 | 33134 | 39569 |
Largest Losing Trade | -9648 | -8200 | -9648 | -15363 | -15181 | -15363 |
Avg Bars in Trades | 25 | 26 | 25 | 25 | 26 | 25 |
Avg Bars in Winners | 32 | 33 | 32 | 32 | 33 | 32 |
Avg Bars in Losers | 19 | 18 | 19 | 19 | 18 | 19 |
Bars Traded | 18563 | 9415 | 9148 | 18563 | 9415 | 9148 |
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 | 397212 | 294084 | -73537 | -34878 | -12378 | -68948 |
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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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