Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175612.6265 | 103395.2736 | 72217.3529 | 240586.2066 | 161660.0346 | 78926.1721 |
Total P&L (%) | 175.6126 | 103.3953 | 72.2174 | 240.5862 | 161.66 | 78.9262 |
Avg Daily Profit (%) | 0.3372 | 0.1985 | 0.1387 | 0.2356 | 0.1849 | 0.1118 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42296 | -44600 | -44661 | -166624 | -178998 | -155521 |
Profit Factor | 1.3259 | 1.3969 | 1.2595 | 1.1486 | 1.2084 | 1.0936 |
Total Trades | 295 | 148 | 147 | 295 | 148 | 147 |
Winning Trades | 137 | 64 | 73 | 137 | 64 | 73 |
Losing Trades | 158 | 84 | 74 | 158 | 84 | 74 |
Profitability (%) | 46.4407 | 43.2432 | 49.6599 | 46.4407 | 43.2432 | 49.6599 |
Ratio Avg Win / Avg Loss | 1.5292 | 1.8334 | 1.2768 | 1.3247 | 1.586 | 1.1086 |
Largest Winning Trade | 27579 | 27579 | 23263 | 71674 | 71674 | 70085 |
Largest Losing Trade | -18612 | -18612 | -13214 | -69145 | -69145 | -56567 |
Avg Bars in Trades | 84 | 81 | 86 | 84 | 81 | 86 |
Avg Bars in Winners | 118 | 118 | 119 | 118 | 118 | 119 |
Avg Bars in Losers | 54 | 53 | 54 | 54 | 53 | 54 |
Bars Traded | 24837 | 12083 | 12754 | 24837 | 12083 | 12754 |
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 | 350528 | 217322 | -8958 | -49551 | 171644 | -162209 |
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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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