Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176498.5355 | 89799.8107 | 86698.7248 | 331371.0269 | 205288.6613 | 126082.3656 |
Total P&L (%) | 176.4985 | 89.7998 | 86.6987 | 331.371 | 205.2887 | 126.0824 |
Avg Daily Profit (%) | 0.6777 | 0.3448 | 0.3329 | 0.5629 | 0.4295 | 0.3137 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48011 | -49783 | -22667 | -179127 | -101854 | -100477 |
Profit Factor | 1.4816 | 1.4399 | 1.5341 | 1.3487 | 1.3999 | 1.2885 |
Total Trades | 289 | 144 | 145 | 289 | 144 | 145 |
Winning Trades | 155 | 71 | 84 | 155 | 71 | 84 |
Losing Trades | 134 | 73 | 61 | 134 | 73 | 61 |
Profitability (%) | 53.6332 | 49.3056 | 57.931 | 53.6332 | 49.3056 | 57.931 |
Ratio Avg Win / Avg Loss | 1.2809 | 1.4805 | 1.114 | 1.166 | 1.4394 | 0.9357 |
Largest Winning Trade | 25072 | 25072 | 14372 | 61813 | 61813 | 34445 |
Largest Losing Trade | -15056 | -15056 | -11772 | -36887 | -36887 | -32666 |
Avg Bars in Trades | 85 | 117 | 52 | 85 | 117 | 52 |
Avg Bars in Winners | 81 | 117 | 50 | 81 | 117 | 50 |
Avg Bars in Losers | 89 | 118 | 55 | 89 | 118 | 55 |
Bars Traded | 24597 | 16969 | 7628 | 24597 | 16969 | 7628 |
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 | 485467 | 286544 | 350416 | 420883 | 303793 | 230489 |
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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) |
---|