Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103307.4969 | 49390.3221 | 53917.1748 | 107652.706 | 58686.3225 | 48966.3835 |
Total P&L (%) | 103.3075 | 49.3903 | 53.9172 | 107.6527 | 58.6863 | 48.9664 |
Avg Daily Profit (%) | 0.3967 | 0.1897 | 0.207 | 0.281 | 0.1775 | 0.1532 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53863 | -45123 | -34972 | -94757 | -59875 | -53293 |
Profit Factor | 1.2688 | 1.244 | 1.2963 | 1.1951 | 1.2075 | 1.1821 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 168 | 79 | 89 | 168 | 79 | 89 |
Losing Trades | 144 | 77 | 67 | 144 | 77 | 67 |
Profitability (%) | 53.8462 | 50.641 | 57.0513 | 53.8462 | 50.641 | 57.0513 |
Ratio Avg Win / Avg Loss | 1.0875 | 1.2125 | 0.9759 | 1.0244 | 1.1769 | 0.8899 |
Largest Winning Trade | 31277 | 31277 | 14302 | 41251 | 41251 | 17840 |
Largest Losing Trade | -13014 | -10489 | -13014 | -21840 | -21840 | -17766 |
Avg Bars in Trades | 79 | 78 | 79 | 79 | 78 | 79 |
Avg Bars in Winners | 82 | 72 | 91 | 82 | 72 | 91 |
Avg Bars in Losers | 75 | 85 | 64 | 75 | 85 | 64 |
Bars Traded | 24679 | 12264 | 12415 | 24679 | 12264 | 12415 |
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 | 357474 | 174097 | 172233 | 113812 | 185122 | -16288 |
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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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