Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 136225.6806 | 75234.6577 | 60991.0229 | 190598.0244 | 136062.0303 | 54535.9941 |
Total P&L (%) | 136.2257 | 75.2347 | 60.991 | 190.598 | 136.062 | 54.536 |
Avg Daily Profit (%) | 0.5231 | 0.2889 | 0.2342 | 0.4105 | 0.3304 | 0.1673 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39588 | -42286 | -24738 | -86466 | -65932 | -50220 |
Profit Factor | 1.3679 | 1.3871 | 1.3466 | 1.2904 | 1.3993 | 1.1727 |
Total Trades | 307 | 153 | 154 | 307 | 153 | 154 |
Winning Trades | 125 | 55 | 70 | 125 | 55 | 70 |
Losing Trades | 182 | 98 | 84 | 182 | 98 | 84 |
Profitability (%) | 40.7166 | 35.9477 | 45.4545 | 40.7166 | 35.9477 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.9916 | 2.4716 | 1.6159 | 1.8788 | 2.4934 | 1.4073 |
Largest Winning Trade | 32954 | 32954 | 17530 | 54109 | 54109 | 27331 |
Largest Losing Trade | -9717 | -7510 | -9717 | -23268 | -15121 | -23268 |
Avg Bars in Trades | 80 | 82 | 79 | 80 | 82 | 79 |
Avg Bars in Winners | 128 | 145 | 115 | 128 | 145 | 115 |
Avg Bars in Losers | 48 | 46 | 50 | 48 | 46 | 50 |
Bars Traded | 24831 | 12558 | 12273 | 24831 | 12558 | 12273 |
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 | 309320 | 125795 | 211711 | 257610 | 141236 | -27109 |
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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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