Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175117.9113 | 108484.2899 | 66633.6214 | 237845.7243 | 163343.2569 | 74502.4674 |
Total P&L (%) | 175.1179 | 108.4843 | 66.6336 | 237.8457 | 163.3433 | 74.5025 |
Avg Daily Profit (%) | 0.3362 | 0.2083 | 0.1279 | 0.234 | 0.1861 | 0.107 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52348 | -54859 | -29035 | -147495 | -133271 | -107712 |
Profit Factor | 1.2989 | 1.3494 | 1.242 | 1.1862 | 1.244 | 1.1226 |
Total Trades | 353 | 177 | 176 | 353 | 177 | 176 |
Winning Trades | 164 | 79 | 85 | 164 | 79 | 85 |
Losing Trades | 189 | 98 | 91 | 189 | 98 | 91 |
Profitability (%) | 46.4589 | 44.6328 | 48.2955 | 46.4589 | 44.6328 | 48.2955 |
Ratio Avg Win / Avg Loss | 1.4969 | 1.674 | 1.3297 | 1.3671 | 1.5432 | 1.2018 |
Largest Winning Trade | 25848 | 25848 | 24182 | 73190 | 73190 | 58138 |
Largest Losing Trade | -20192 | -20192 | -12576 | -47923 | -47923 | -28245 |
Avg Bars in Trades | 70 | 70 | 69 | 70 | 70 | 69 |
Avg Bars in Winners | 94 | 96 | 91 | 94 | 96 | 91 |
Avg Bars in Losers | 49 | 48 | 49 | 49 | 48 | 49 |
Bars Traded | 24727 | 12451 | 12276 | 24727 | 12451 | 12276 |
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 | 315450 | 248556 | -23584 | -7867 | 218528 | -136738 |
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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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