Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 179029.7363 | 103807.3026 | 75222.4337 | 252902.4825 | 179220.2999 | 73682.1826 |
Total P&L (%) | 179.0297 | 103.8073 | 75.2224 | 252.9025 | 179.2203 | 73.6822 |
Avg Daily Profit (%) | 0.3437 | 0.1993 | 0.1444 | 0.2424 | 0.1973 | 0.1061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58670 | -54494 | -36039 | -193646 | -139651 | -148317 |
Profit Factor | 1.3145 | 1.3454 | 1.2799 | 1.1864 | 1.2536 | 1.1133 |
Total Trades | 341 | 170 | 171 | 341 | 170 | 171 |
Winning Trades | 168 | 79 | 89 | 168 | 79 | 89 |
Losing Trades | 173 | 91 | 82 | 173 | 91 | 82 |
Profitability (%) | 49.2669 | 46.4706 | 52.0468 | 49.2669 | 46.4706 | 52.0468 |
Ratio Avg Win / Avg Loss | 1.3536 | 1.5497 | 1.1793 | 1.2217 | 1.4441 | 1.0257 |
Largest Winning Trade | 25637 | 25637 | 25505 | 67915 | 61613 | 67915 |
Largest Losing Trade | -19185 | -19185 | -15097 | -45133 | -45133 | -34815 |
Avg Bars in Trades | 72 | 71 | 72 | 72 | 71 | 72 |
Avg Bars in Winners | 92 | 94 | 91 | 92 | 94 | 91 |
Avg Bars in Losers | 52 | 51 | 52 | 52 | 51 | 52 |
Bars Traded | 24562 | 12110 | 12451 | 24562 | 12110 | 12451 |
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 | 358235 | 269312 | -237 | -6605 | 208527 | -147267 |
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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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