Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 145482.0676 | 65743.8032 | 79738.2644 | 158648.6167 | 26680.1804 | 131968.4363 |
Total P&L (%) | 145.4821 | 65.7438 | 79.7383 | 158.6486 | 26.6802 | 131.9684 |
Avg Daily Profit (%) | 0.2793 | 0.1262 | 0.1531 | 0.1826 | 0.0454 | 0.1617 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71990 | -49406 | -42781 | -335888 | -231112 | -180866 |
Profit Factor | 1.2064 | 1.1759 | 1.2408 | 1.0763 | 1.0245 | 1.1336 |
Total Trades | 513 | 256 | 257 | 513 | 256 | 257 |
Winning Trades | 237 | 106 | 131 | 237 | 106 | 131 |
Losing Trades | 276 | 150 | 126 | 276 | 150 | 126 |
Profitability (%) | 46.1988 | 41.4063 | 50.9728 | 46.1988 | 41.4063 | 50.9728 |
Ratio Avg Win / Avg Loss | 1.4049 | 1.6641 | 1.1934 | 1.2534 | 1.4497 | 1.0904 |
Largest Winning Trade | 26557 | 26557 | 19231 | 92020 | 69408 | 92020 |
Largest Losing Trade | -13392 | -13392 | -10367 | -58967 | -58967 | -50928 |
Avg Bars in Trades | 48 | 47 | 49 | 48 | 47 | 49 |
Avg Bars in Winners | 65 | 63 | 66 | 65 | 63 | 66 |
Avg Bars in Losers | 33 | 35 | 31 | 33 | 35 | 31 |
Bars Traded | 24816 | 12087 | 12729 | 24816 | 12087 | 12729 |
Profit Streak | 0 | 4.1565 | 0 | 0 | 4.1565 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304004 | -53407 | 262381 | -128461 | -332021 | -65893 |
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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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