Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160465.304 | 76068.4972 | 84396.8069 | 282892.0181 | 168348.6107 | 114543.4074 |
Total P&L (%) | 160.4653 | 76.0685 | 84.3968 | 282.892 | 168.3486 | 114.5434 |
Avg Daily Profit (%) | 0.6162 | 0.2921 | 0.3241 | 0.5169 | 0.3798 | 0.2936 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40261 | -35189 | -38640 | -96454 | -53019 | -84490 |
Profit Factor | 1.3799 | 1.347 | 1.4155 | 1.3042 | 1.3593 | 1.2482 |
Total Trades | 398 | 199 | 199 | 398 | 199 | 199 |
Winning Trades | 218 | 112 | 106 | 218 | 112 | 106 |
Losing Trades | 180 | 87 | 93 | 180 | 87 | 93 |
Profitability (%) | 54.7739 | 56.2814 | 53.2663 | 54.7739 | 56.2814 | 53.2663 |
Ratio Avg Win / Avg Loss | 1.1394 | 1.0463 | 1.2419 | 1.0768 | 1.0559 | 1.0951 |
Largest Winning Trade | 18816 | 18816 | 13743 | 32371 | 25863 | 32371 |
Largest Losing Trade | -14591 | -14591 | -11748 | -33424 | -33424 | -25826 |
Avg Bars in Trades | 62 | 63 | 60 | 62 | 63 | 60 |
Avg Bars in Winners | 58 | 58 | 58 | 58 | 58 | 58 |
Avg Bars in Losers | 66 | 70 | 63 | 66 | 70 | 63 |
Bars Traded | 24685 | 12611 | 12074 | 24685 | 12611 | 12074 |
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 | 469956 | 312627 | 323487 | 422734 | 342314 | 277283 |
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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) |
---|