Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89097.6368 | 69703.482 | 19394.1548 | 58986.232 | 61818.6582 | -2832.4262 |
Total P&L (%) | 89.0976 | 69.7035 | 19.3942 | 58.9862 | 61.8187 | -2.8324 |
Avg Daily Profit (%) | 1.0264 | 0.8029 | 0.2234 | 0.5355 | 0.556 | -0.0331 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71487 | -27447 | -61265 | -59772 | -24929 | -48355 |
Profit Factor | 1.3095 | 1.5679 | 1.1174 | 1.2564 | 1.6597 | 0.9792 |
Total Trades | 349 | 175 | 174 | 349 | 175 | 174 |
Winning Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Losing Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Profitability (%) | 47.5645 | 47.4286 | 47.7011 | 47.5645 | 47.4286 | 47.7011 |
Ratio Avg Win / Avg Loss | 1.4436 | 1.7379 | 1.2251 | 1.385 | 1.8397 | 1.0736 |
Largest Winning Trade | 83213 | 83213 | 57181 | 76523 | 76523 | 33454 |
Largest Losing Trade | -10481 | -5154 | -10481 | -9323 | -3918 | -9323 |
Avg Bars in Trades | 70 | 72 | 68 | 70 | 72 | 68 |
Avg Bars in Winners | 72 | 72 | 72 | 72 | 72 | 72 |
Avg Bars in Losers | 69 | 72 | 65 | 69 | 72 | 65 |
Bars Traded | 24638 | 12714 | 11924 | 24638 | 12714 | 11924 |
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 | 432661 | 467224 | -93326 | 306099 | 394341 | -581596 |
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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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