Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 170825.805 | 105224.5502 | 65601.2548 | 211386.4204 | 145951.8541 | 65434.5663 |
Total P&L (%) | 170.8258 | 105.2246 | 65.6013 | 211.3864 | 145.9519 | 65.4346 |
Avg Daily Profit (%) | 0.328 | 0.202 | 0.126 | 0.2183 | 0.1729 | 0.0967 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51587 | -38097 | -34801 | -146068 | -104148 | -79911 |
Profit Factor | 1.2744 | 1.3172 | 1.2256 | 1.1639 | 1.2153 | 1.107 |
Total Trades | 336 | 168 | 168 | 336 | 168 | 168 |
Winning Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Losing Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Profitability (%) | 51.7857 | 51.7857 | 51.7857 | 51.7857 | 51.7857 | 51.7857 |
Ratio Avg Win / Avg Loss | 1.1865 | 1.2263 | 1.1411 | 1.0837 | 1.1315 | 1.0307 |
Largest Winning Trade | 28225 | 28225 | 21751 | 51581 | 45495 | 51581 |
Largest Losing Trade | -22988 | -22988 | -18315 | -62736 | -62736 | -43085 |
Avg Bars in Trades | 73 | 77 | 69 | 73 | 77 | 69 |
Avg Bars in Winners | 78 | 81 | 75 | 78 | 81 | 75 |
Avg Bars in Losers | 67 | 73 | 62 | 67 | 73 | 62 |
Bars Traded | 24599 | 12998 | 11601 | 24599 | 12998 | 11601 |
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 | 362228 | 281314 | -25543 | -31010 | 249948 | -167008 |
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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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