Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104176.0888 | 75339.3028 | 28836.786 | 86133.4899 | 81816.7148 | 4316.7751 |
Total P&L (%) | 104.1761 | 75.3393 | 28.8368 | 86.1335 | 81.8167 | 4.3168 |
Avg Daily Profit (%) | 1.2 | 0.8679 | 0.3322 | 0.7183 | 0.691 | 0.0487 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57840 | -18041 | -46237 | -55214 | -17614 | -42518 |
Profit Factor | 1.4022 | 1.6332 | 1.206 | 1.3415 | 1.7211 | 1.0311 |
Total Trades | 297 | 148 | 149 | 297 | 148 | 149 |
Winning Trades | 126 | 60 | 66 | 126 | 60 | 66 |
Losing Trades | 171 | 88 | 83 | 171 | 88 | 83 |
Profitability (%) | 42.4242 | 40.5405 | 44.2953 | 42.4242 | 40.5405 | 44.2953 |
Ratio Avg Win / Avg Loss | 1.903 | 2.3953 | 1.5166 | 1.8206 | 2.5243 | 1.2967 |
Largest Winning Trade | 80947 | 80947 | 57260 | 95723 | 95723 | 43057 |
Largest Losing Trade | -8962 | -5078 | -8962 | -13648 | -7029 | -13648 |
Avg Bars in Trades | 83 | 81 | 84 | 83 | 81 | 84 |
Avg Bars in Winners | 102 | 103 | 102 | 102 | 103 | 102 |
Avg Bars in Losers | 68 | 66 | 70 | 68 | 66 | 70 |
Bars Traded | 24708 | 12105 | 12603 | 24708 | 12105 | 12603 |
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 | 416765 | 364062 | 65946 | 365756 | 334525 | -484286 |
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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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