Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 141725.2819 | 91266.8273 | 50458.4546 | 145658.5076 | 136191.88 | 9466.6276 |
Total P&L (%) | 141.7253 | 91.2668 | 50.4585 | 145.6585 | 136.1919 | 9.4666 |
Avg Daily Profit (%) | 0.2721 | 0.1752 | 0.0969 | 0.1727 | 0.1652 | 0.0174 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57670 | -38224 | -51149 | -228832 | -134912 | -176636 |
Profit Factor | 1.2556 | 1.3486 | 1.1724 | 1.102 | 1.2041 | 1.0124 |
Total Trades | 384 | 192 | 192 | 384 | 192 | 192 |
Winning Trades | 170 | 81 | 89 | 170 | 81 | 89 |
Losing Trades | 214 | 111 | 103 | 214 | 111 | 103 |
Profitability (%) | 44.2708 | 42.1875 | 46.3542 | 44.2708 | 42.1875 | 46.3542 |
Ratio Avg Win / Avg Loss | 1.5806 | 1.8481 | 1.3568 | 1.3872 | 1.65 | 1.1717 |
Largest Winning Trade | 32721 | 32721 | 24589 | 79479 | 79479 | 50673 |
Largest Losing Trade | -14067 | -8641 | -14067 | -40795 | -27908 | -40795 |
Avg Bars in Trades | 64 | 60 | 68 | 64 | 60 | 68 |
Avg Bars in Winners | 93 | 92 | 93 | 93 | 92 | 93 |
Avg Bars in Losers | 41 | 37 | 46 | 41 | 37 | 46 |
Bars Traded | 24748 | 11644 | 13104 | 24748 | 11644 | 13104 |
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 | 301385 | 206795 | -97335 | -101779 | 171893 | -543813 |
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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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