Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137825.7876 | 70576.8989 | 67248.8887 | 145464.9589 | 67825.2274 | 77639.7315 |
Total P&L (%) | 137.8258 | 70.5769 | 67.2489 | 145.465 | 67.8252 | 77.6397 |
Avg Daily Profit (%) | 0.2646 | 0.1355 | 0.1291 | 0.1726 | 0.0995 | 0.1104 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53781 | -52886 | -43468 | -177445 | -182105 | -123021 |
Profit Factor | 1.2178 | 1.2132 | 1.2228 | 1.0949 | 1.0835 | 1.1077 |
Total Trades | 389 | 194 | 195 | 389 | 194 | 195 |
Winning Trades | 186 | 90 | 96 | 186 | 90 | 96 |
Losing Trades | 203 | 104 | 99 | 203 | 104 | 99 |
Profitability (%) | 47.8149 | 46.3918 | 49.2308 | 47.8149 | 46.3918 | 49.2308 |
Ratio Avg Win / Avg Loss | 1.3291 | 1.4019 | 1.261 | 1.1949 | 1.252 | 1.1423 |
Largest Winning Trade | 20758 | 18961 | 20758 | 63242 | 52307 | 63242 |
Largest Losing Trade | -19180 | -19180 | -13498 | -73644 | -73644 | -38575 |
Avg Bars in Trades | 63 | 65 | 60 | 63 | 65 | 60 |
Avg Bars in Winners | 70 | 75 | 64 | 70 | 75 | 64 |
Avg Bars in Losers | 56 | 57 | 56 | 56 | 57 | 56 |
Bars Traded | 24589 | 12789 | 11800 | 24589 | 12789 | 11800 |
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 | 301308 | -14086 | -21621 | -108185 | -190542 | -148132 |
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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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