Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164287.7021 | 90779.6914 | 73508.0106 | 196450.0399 | 130222.4937 | 66227.5461 |
Total P&L (%) | 164.2877 | 90.7797 | 73.508 | 196.45 | 130.2225 | 66.2275 |
Avg Daily Profit (%) | 0.3154 | 0.1743 | 0.1411 | 0.2089 | 0.1602 | 0.0976 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44983 | -44640 | -55122 | -166428 | -150342 | -168876 |
Profit Factor | 1.3126 | 1.4039 | 1.2444 | 1.1355 | 1.2103 | 1.0798 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 114 | 54 | 60 | 114 | 54 | 60 |
Losing Trades | 132 | 69 | 63 | 132 | 69 | 63 |
Profitability (%) | 46.3415 | 43.9024 | 48.7805 | 46.3415 | 43.9024 | 48.7805 |
Ratio Avg Win / Avg Loss | 1.5199 | 1.7939 | 1.3066 | 1.3148 | 1.5465 | 1.1338 |
Largest Winning Trade | 26682 | 26682 | 23730 | 82142 | 82142 | 58142 |
Largest Losing Trade | -19133 | -19133 | -16216 | -74261 | -74261 | -42457 |
Avg Bars in Trades | 99 | 72 | 126 | 99 | 72 | 126 |
Avg Bars in Winners | 134 | 98 | 166 | 134 | 98 | 166 |
Avg Bars in Losers | 69 | 51 | 89 | 69 | 51 | 89 |
Bars Traded | 24531 | 8920 | 15611 | 24531 | 8920 | 15611 |
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 | 330310 | 218294 | -6151 | -64449 | 171376 | -196956 |
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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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