Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176749.9229 | 107016.5066 | 69733.4162 | 245259.605 | 180852.9257 | 64406.6793 |
Total P&L (%) | 176.7499 | 107.0165 | 69.7334 | 245.2596 | 180.8529 | 64.4067 |
Avg Daily Profit (%) | 0.3394 | 0.2055 | 0.1339 | 0.2382 | 0.1985 | 0.0955 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49860 | -39676 | -49771 | -211743 | -138695 | -199119 |
Profit Factor | 1.2948 | 1.3524 | 1.2358 | 1.1441 | 1.2078 | 1.0775 |
Total Trades | 360 | 180 | 180 | 360 | 180 | 180 |
Winning Trades | 174 | 78 | 96 | 174 | 78 | 96 |
Losing Trades | 186 | 102 | 84 | 186 | 102 | 84 |
Profitability (%) | 48.3333 | 43.3333 | 53.3333 | 48.3333 | 43.3333 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.3841 | 1.7685 | 1.0813 | 1.2231 | 1.5794 | 0.9428 |
Largest Winning Trade | 25155 | 25155 | 22146 | 99134 | 99134 | 61934 |
Largest Losing Trade | -16370 | -16370 | -14075 | -69194 | -69194 | -46018 |
Avg Bars in Trades | 68 | 69 | 68 | 68 | 69 | 68 |
Avg Bars in Winners | 84 | 89 | 80 | 84 | 89 | 80 |
Avg Bars in Losers | 54 | 53 | 54 | 54 | 53 | 54 |
Bars Traded | 24746 | 12429 | 12317 | 24746 | 12429 | 12317 |
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 | 343068 | 230710 | -14363 | -53356 | 196751 | -202551 |
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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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