Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120049.7527 | 59536.203 | 60513.5497 | 155363.7569 | 127200.4674 | 28163.2895 |
Total P&L (%) | 120.0498 | 59.5362 | 60.5136 | 155.3638 | 127.2005 | 28.1633 |
Avg Daily Profit (%) | 0.461 | 0.2286 | 0.2324 | 0.3607 | 0.3156 | 0.0953 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51852 | -24766 | -58094 | -190778 | -84071 | -194854 |
Profit Factor | 1.2379 | 1.2398 | 1.2361 | 1.1274 | 1.2149 | 1.0449 |
Total Trades | 447 | 223 | 224 | 447 | 223 | 224 |
Winning Trades | 190 | 94 | 96 | 190 | 94 | 96 |
Losing Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Profitability (%) | 42.5056 | 42.1525 | 42.8571 | 42.5056 | 42.1525 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.6744 | 1.7014 | 1.6481 | 1.5249 | 1.6672 | 1.3931 |
Largest Winning Trade | 18238 | 18238 | 17301 | 42846 | 42846 | 27249 |
Largest Losing Trade | -8577 | -7478 | -8577 | -32921 | -21589 | -32921 |
Avg Bars in Trades | 55 | 55 | 55 | 55 | 55 | 55 |
Avg Bars in Winners | 81 | 80 | 82 | 81 | 80 | 82 |
Avg Bars in Losers | 35 | 37 | 34 | 35 | 37 | 34 |
Bars Traded | 24737 | 12404 | 12333 | 24737 | 12404 | 12333 |
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 | 312964 | 149731 | 162478 | -72294 | 196136 | -243714 |
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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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