Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82322.6582 | 60057.9661 | 22264.6922 | 88408.8334 | 73794.5329 | 14614.3006 |
Total P&L (%) | 82.3227 | 60.058 | 22.2647 | 88.4088 | 73.7945 | 14.6143 |
Avg Daily Profit (%) | 0.1581 | 0.1153 | 0.0427 | 0.1217 | 0.1062 | 0.0262 |
Buy And Hold Return (%) | 11.0515 | 11.0515 | 11.0515 | 11.0515 | 11.0515 | 11.0515 |
Max Trade Drawdown | -28334 | -26810 | -31450 | -42144 | -40912 | -49246 |
Profit Factor | 1.3295 | 1.4763 | 1.18 | 1.2572 | 1.4342 | 1.0841 |
Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
Winning Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Losing Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Profitability (%) | 74.8538 | 74.8538 | 74.8538 | 74.8538 | 74.8538 | 74.8538 |
Ratio Avg Win / Avg Loss | 0.4466 | 0.4959 | 0.3964 | 0.4223 | 0.4818 | 0.3642 |
Largest Winning Trade | 8372 | 8372 | 6946 | 11274 | 11274 | 9688 |
Largest Losing Trade | -25763 | -25763 | -17359 | -38623 | -38623 | -20318 |
Avg Bars in Trades | 70 | 68 | 72 | 70 | 68 | 72 |
Avg Bars in Winners | 36 | 37 | 35 | 36 | 37 | 35 |
Avg Bars in Losers | 171 | 162 | 180 | 171 | 162 | 180 |
Bars Traded | 24084 | 11756 | 12327 | 24084 | 11756 | 12327 |
Profit Streak | 0 | 12.1088 | 0 | 0 | 12.1088 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370854 | -36527 | -163819 | -27948 | -48137 | -350091 |
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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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