Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117674.8472 | 62499.6505 | 55175.1967 | 144426.2136 | 126837.2838 | 17588.9299 |
Total P&L (%) | 117.6748 | 62.4997 | 55.1752 | 144.4262 | 126.8373 | 17.5889 |
Avg Daily Profit (%) | 0.4519 | 0.24 | 0.2119 | 0.3438 | 0.315 | 0.0622 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58532 | -27299 | -54905 | -213699 | -82062 | -195979 |
Profit Factor | 1.2102 | 1.2224 | 1.198 | 1.0992 | 1.1768 | 1.0238 |
Total Trades | 484 | 242 | 242 | 484 | 242 | 242 |
Winning Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Losing Trades | 277 | 138 | 139 | 277 | 138 | 139 |
Profitability (%) | 42.7686 | 42.9752 | 42.562 | 42.7686 | 42.9752 | 42.562 |
Ratio Avg Win / Avg Loss | 1.6195 | 1.622 | 1.6167 | 1.4709 | 1.5615 | 1.3816 |
Largest Winning Trade | 18880 | 11434 | 18880 | 33309 | 33309 | 29180 |
Largest Losing Trade | -8879 | -8422 | -8879 | -24289 | -21821 | -24289 |
Avg Bars in Trades | 51 | 51 | 51 | 51 | 51 | 51 |
Avg Bars in Winners | 76 | 77 | 76 | 76 | 77 | 76 |
Avg Bars in Losers | 32 | 31 | 32 | 32 | 31 | 32 |
Bars Traded | 24841 | 12476 | 12365 | 24841 | 12476 | 12365 |
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 | 314705 | 171611 | 54673 | -104284 | -19734 | -316252 |
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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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