Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125680.5987 | 69264.1952 | 56416.4034 | 164668.6547 | 101912.7206 | 62755.9342 |
Total P&L (%) | 125.6806 | 69.2642 | 56.4164 | 164.6687 | 101.9127 | 62.7559 |
Avg Daily Profit (%) | 0.4826 | 0.266 | 0.2166 | 0.3744 | 0.2702 | 0.1872 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44599 | -32538 | -34246 | -119021 | -83285 | -76440 |
Profit Factor | 1.3172 | 1.3306 | 1.3021 | 1.2023 | 1.2398 | 1.1614 |
Total Trades | 313 | 156 | 157 | 313 | 156 | 157 |
Winning Trades | 162 | 82 | 80 | 162 | 82 | 80 |
Losing Trades | 151 | 74 | 77 | 151 | 74 | 77 |
Profitability (%) | 51.7572 | 52.5641 | 50.9554 | 51.7572 | 52.5641 | 50.9554 |
Ratio Avg Win / Avg Loss | 1.2277 | 1.2008 | 1.2533 | 1.1207 | 1.1188 | 1.1179 |
Largest Winning Trade | 26994 | 26994 | 14980 | 57929 | 57929 | 34593 |
Largest Losing Trade | -11724 | -11724 | -8974 | -32267 | -32267 | -21838 |
Avg Bars in Trades | 78 | 81 | 76 | 78 | 81 | 76 |
Avg Bars in Winners | 74 | 73 | 75 | 74 | 73 | 75 |
Avg Bars in Losers | 83 | 90 | 76 | 83 | 90 | 76 |
Bars Traded | 24629 | 12659 | 11970 | 24629 | 12659 | 11970 |
Profit Streak | 0 | 2.4899 | 0 | 0 | 2.4899 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384997 | 232610 | 214189 | 326457 | 215686 | -36920 |
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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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