Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 108714.4669 | 49735.9503 | 58978.5166 | 126298.6392 | 38495.6537 | 87802.9855 |
Total P&L (%) | 108.7145 | 49.736 | 58.9785 | 126.2986 | 38.4957 | 87.803 |
Avg Daily Profit (%) | 0.4175 | 0.191 | 0.2265 | 0.3141 | 0.1251 | 0.2423 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58170 | -39236 | -37224 | -121768 | -77416 | -72019 |
Profit Factor | 1.2816 | 1.2305 | 1.3465 | 1.1751 | 1.0957 | 1.2752 |
Total Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Winning Trades | 152 | 74 | 78 | 152 | 74 | 78 |
Losing Trades | 138 | 71 | 67 | 138 | 71 | 67 |
Profitability (%) | 52.4138 | 51.0345 | 53.7931 | 52.4138 | 51.0345 | 53.7931 |
Ratio Avg Win / Avg Loss | 1.1636 | 1.1806 | 1.1566 | 1.0669 | 1.0513 | 1.0954 |
Largest Winning Trade | 22946 | 22946 | 12031 | 41424 | 41424 | 19901 |
Largest Losing Trade | -12278 | -12278 | -9744 | -22698 | -22698 | -15513 |
Avg Bars in Trades | 85 | 84 | 85 | 85 | 84 | 85 |
Avg Bars in Winners | 78 | 68 | 87 | 78 | 68 | 87 |
Avg Bars in Losers | 92 | 102 | 82 | 92 | 102 | 82 |
Bars Traded | 24663 | 12279 | 12383 | 24663 | 12279 | 12383 |
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 | 355878 | 158929 | 230635 | -18889 | -145013 | 246278 |
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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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