Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92292.9144 | 45723.2083 | 46569.7061 | 71725.1607 | 38294.7678 | 33430.3929 |
Total P&L (%) | 92.2929 | 45.7232 | 46.5697 | 71.7252 | 38.2948 | 33.4304 |
Avg Daily Profit (%) | 0.3544 | 0.1756 | 0.1788 | 0.2079 | 0.1246 | 0.1108 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52558 | -54138 | -31893 | -121381 | -72342 | -66083 |
Profit Factor | 1.2078 | 1.2091 | 1.2066 | 1.1141 | 1.1209 | 1.1072 |
Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
Winning Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Losing Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Profitability (%) | 50.9868 | 51.3158 | 50.6579 | 50.9868 | 51.3158 | 50.6579 |
Ratio Avg Win / Avg Loss | 1.1611 | 1.1471 | 1.1752 | 1.071 | 1.0635 | 1.0784 |
Largest Winning Trade | 42686 | 42686 | 15632 | 41087 | 41087 | 22582 |
Largest Losing Trade | -25228 | -11698 | -25228 | -36896 | -25172 | -36896 |
Avg Bars in Trades | 81 | 81 | 81 | 81 | 81 | 81 |
Avg Bars in Winners | 81 | 76 | 85 | 81 | 76 | 85 |
Avg Bars in Losers | 81 | 86 | 75 | 81 | 86 | 75 |
Bars Traded | 24714 | 12400 | 12313 | 24714 | 12400 | 12313 |
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 | 316209 | 152764 | 152834 | -87000 | -117549 | -151585 |
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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) |
---|