Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 141872.4893 | 67072.0684 | 74800.421 | 209685.7684 | 113772.5327 | 95913.2357 |
Total P&L (%) | 141.8725 | 67.0721 | 74.8004 | 209.6858 | 113.7725 | 95.9132 |
Avg Daily Profit (%) | 0.5448 | 0.2576 | 0.2872 | 0.435 | 0.2922 | 0.2586 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53828 | -31162 | -33345 | -128321 | -82388 | -79783 |
Profit Factor | 1.313 | 1.2874 | 1.3401 | 1.2228 | 1.2357 | 1.2093 |
Total Trades | 383 | 192 | 191 | 383 | 192 | 191 |
Winning Trades | 205 | 107 | 98 | 205 | 107 | 98 |
Losing Trades | 178 | 85 | 93 | 178 | 85 | 93 |
Profitability (%) | 53.5248 | 55.7292 | 51.3089 | 53.5248 | 55.7292 | 51.3089 |
Ratio Avg Win / Avg Loss | 1.1401 | 1.0227 | 1.2717 | 1.0618 | 0.9816 | 1.1476 |
Largest Winning Trade | 19193 | 19193 | 15297 | 30041 | 29836 | 30041 |
Largest Losing Trade | -13005 | -10966 | -13005 | -43523 | -37817 | -43523 |
Avg Bars in Trades | 64 | 65 | 62 | 64 | 65 | 62 |
Avg Bars in Winners | 63 | 58 | 68 | 63 | 58 | 68 |
Avg Bars in Losers | 64 | 73 | 57 | 64 | 73 | 57 |
Bars Traded | 24554 | 12522 | 12032 | 24554 | 12522 | 12032 |
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 | 424613 | 277985 | 284915 | 370997 | 224268 | 247319 |
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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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