Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135969.0873 | 75898.1801 | 60070.9072 | 195914.8708 | 163126.0434 | 32788.8274 |
Total P&L (%) | 135.9691 | 75.8982 | 60.0709 | 195.9149 | 163.126 | 32.7888 |
Avg Daily Profit (%) | 0.5221 | 0.2914 | 0.2307 | 0.4175 | 0.3722 | 0.109 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53257 | -29013 | -49975 | -207888 | -118984 | -172822 |
Profit Factor | 1.2469 | 1.2871 | 1.2097 | 1.128 | 1.2201 | 1.0415 |
Total Trades | 523 | 261 | 262 | 523 | 261 | 262 |
Winning Trades | 215 | 109 | 106 | 215 | 109 | 106 |
Losing Trades | 308 | 152 | 156 | 308 | 152 | 156 |
Profitability (%) | 41.109 | 41.7625 | 40.458 | 41.109 | 41.7625 | 40.458 |
Ratio Avg Win / Avg Loss | 1.7862 | 1.7949 | 1.7804 | 1.6159 | 1.7014 | 1.5328 |
Largest Winning Trade | 18089 | 16788 | 18089 | 49089 | 49089 | 31436 |
Largest Losing Trade | -7312 | -5856 | -7312 | -22807 | -18557 | -22807 |
Avg Bars in Trades | 47 | 47 | 47 | 47 | 47 | 47 |
Avg Bars in Winners | 73 | 74 | 72 | 73 | 74 | 72 |
Avg Bars in Losers | 29 | 28 | 29 | 29 | 28 | 29 |
Bars Traded | 24867 | 12473 | 12394 | 24867 | 12473 | 12394 |
Profit Streak | 0 | 1.4887 | 0 | 0 | 1.4887 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328477 | 115431 | 128645 | -71245 | 125529 | -228410 |
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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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