Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165881.8403 | 91178.2993 | 74703.5411 | 284852.2067 | 198431.2354 | 86420.9713 |
Total P&L (%) | 165.8818 | 91.1783 | 74.7035 | 284.8522 | 198.4312 | 86.421 |
Avg Daily Profit (%) | 0.637 | 0.3501 | 0.2869 | 0.5188 | 0.4207 | 0.2395 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31141 | -38230 | -17692 | -103045 | -60351 | -55682 |
Profit Factor | 1.5059 | 1.5102 | 1.5007 | 1.3997 | 1.5363 | 1.2523 |
Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Winning Trades | 95 | 49 | 46 | 95 | 49 | 46 |
Losing Trades | 166 | 81 | 85 | 166 | 81 | 85 |
Profitability (%) | 36.3985 | 37.6923 | 35.1145 | 36.3985 | 37.6923 | 35.1145 |
Ratio Avg Win / Avg Loss | 2.6313 | 2.4965 | 2.7729 | 2.4458 | 2.5395 | 2.314 |
Largest Winning Trade | 33345 | 33345 | 17386 | 62209 | 62209 | 29833 |
Largest Losing Trade | -8656 | -7011 | -8656 | -32173 | -16614 | -32173 |
Avg Bars in Trades | 95 | 97 | 92 | 95 | 97 | 92 |
Avg Bars in Winners | 170 | 176 | 164 | 170 | 176 | 164 |
Avg Bars in Losers | 51 | 50 | 53 | 51 | 50 | 53 |
Bars Traded | 24843 | 12709 | 12134 | 24843 | 12709 | 12134 |
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 | 305619 | 179735 | 122170 | 245920 | 207191 | 52939 |
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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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