Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127260.0761 | 59732.2985 | 67527.7776 | 168349.6208 | 77400.6142 | 90949.0066 |
Total P&L (%) | 127.2601 | 59.7323 | 67.5278 | 168.3496 | 77.4006 | 90.949 |
Avg Daily Profit (%) | 0.4887 | 0.2294 | 0.2593 | 0.3798 | 0.2204 | 0.2487 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45800 | -32575 | -36878 | -87727 | -61509 | -73263 |
Profit Factor | 1.2649 | 1.2455 | 1.2849 | 1.1988 | 1.1813 | 1.2166 |
Total Trades | 386 | 193 | 193 | 386 | 193 | 193 |
Winning Trades | 202 | 103 | 99 | 202 | 103 | 99 |
Losing Trades | 184 | 90 | 94 | 184 | 90 | 94 |
Profitability (%) | 52.3316 | 53.3679 | 51.2953 | 52.3316 | 53.3679 | 51.2953 |
Ratio Avg Win / Avg Loss | 1.1522 | 1.0883 | 1.22 | 1.092 | 1.0322 | 1.1552 |
Largest Winning Trade | 13539 | 13539 | 13129 | 29308 | 29308 | 21104 |
Largest Losing Trade | -14379 | -14379 | -10669 | -28033 | -28033 | -21848 |
Avg Bars in Trades | 63 | 64 | 63 | 63 | 64 | 63 |
Avg Bars in Winners | 50 | 49 | 51 | 50 | 49 | 51 |
Avg Bars in Losers | 78 | 80 | 76 | 78 | 80 | 76 |
Bars Traded | 24663 | 12421 | 12241 | 24663 | 12421 | 12241 |
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 | 391764 | 231633 | 258546 | 296654 | -13837 | 246205 |
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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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