Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 145080.5091 | 71569.5243 | 73510.9849 | 168388.1114 | 83647.9549 | 84740.1565 |
Total P&L (%) | 145.0805 | 71.5695 | 73.511 | 168.3881 | 83.648 | 84.7402 |
Avg Daily Profit (%) | 0.2786 | 0.1374 | 0.1411 | 0.1897 | 0.1168 | 0.1179 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44862 | -45108 | -26887 | -157768 | -116080 | -96049 |
Profit Factor | 1.2857 | 1.2853 | 1.2861 | 1.1612 | 1.1587 | 1.1638 |
Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Winning Trades | 148 | 78 | 70 | 148 | 78 | 70 |
Losing Trades | 146 | 69 | 77 | 146 | 69 | 77 |
Profitability (%) | 50.3401 | 53.0612 | 47.619 | 50.3401 | 53.0612 | 47.619 |
Ratio Avg Win / Avg Loss | 1.2684 | 1.137 | 1.4147 | 1.1455 | 1.025 | 1.2802 |
Largest Winning Trade | 24548 | 23203 | 24548 | 55564 | 52071 | 55564 |
Largest Losing Trade | -18371 | -18371 | -14146 | -50053 | -50053 | -29412 |
Avg Bars in Trades | 83 | 77 | 89 | 83 | 77 | 89 |
Avg Bars in Winners | 101 | 98 | 104 | 101 | 98 | 104 |
Avg Bars in Losers | 66 | 54 | 76 | 66 | 54 | 76 |
Bars Traded | 24639 | 11438 | 13201 | 24639 | 11438 | 13201 |
Profit Streak | 0 | 10.0494 | 0 | 0 | 10.0494 | 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 | 334877 | -9267 | -6277 | -34630 | -82759 | -77563 |
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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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