Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 141917.6919 | 92796.5849 | 49121.107 | 130976.4725 | 148334.1752 | -17357.7027 |
Total P&L (%) | 141.9177 | 92.7966 | 49.1211 | 130.9765 | 148.3342 | -17.3577 |
Avg Daily Profit (%) | 0.2725 | 0.1782 | 0.0943 | 0.1609 | 0.1748 | -0.0366 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65531 | -34964 | -69708 | -199986 | -84806 | -207865 |
Profit Factor | 1.2073 | 1.2737 | 1.1421 | 1.0861 | 1.2034 | 0.9781 |
Total Trades | 550 | 275 | 275 | 550 | 275 | 275 |
Winning Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Losing Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Profitability (%) | 47.6364 | 47.6364 | 47.6364 | 47.6364 | 47.6364 | 47.6364 |
Ratio Avg Win / Avg Loss | 1.3271 | 1.4001 | 1.2555 | 1.1938 | 1.3229 | 1.0752 |
Largest Winning Trade | 23225 | 23225 | 18616 | 52342 | 52342 | 52025 |
Largest Losing Trade | -25978 | -18275 | -25978 | -61417 | -43893 | -61417 |
Avg Bars in Trades | 44 | 48 | 40 | 44 | 48 | 40 |
Avg Bars in Winners | 50 | 54 | 46 | 50 | 54 | 46 |
Avg Bars in Losers | 39 | 43 | 35 | 39 | 43 | 35 |
Bars Traded | 24661 | 13390 | 11271 | 24661 | 13390 | 11271 |
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 | 329174 | 243101 | -133253 | -117190 | 226598 | -579716 |
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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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