Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150043.6918 | 81919.0759 | 68124.6159 | 228749.8475 | 156990.1597 | 71759.6878 |
Total P&L (%) | 150.0437 | 81.9191 | 68.1246 | 228.7498 | 156.9902 | 71.7597 |
Avg Daily Profit (%) | 0.5762 | 0.3146 | 0.2616 | 0.458 | 0.3631 | 0.2079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58180 | -55882 | -25888 | -57815 | -52078 | -41408 |
Profit Factor | 1.3996 | 1.4363 | 1.363 | 1.4304 | 1.6271 | 1.2553 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 165 | 85 | 80 | 165 | 85 | 80 |
Losing Trades | 197 | 96 | 101 | 197 | 96 | 101 |
Profitability (%) | 45.5801 | 46.9613 | 44.1989 | 45.5801 | 46.9613 | 44.1989 |
Ratio Avg Win / Avg Loss | 1.6711 | 1.6221 | 1.7208 | 1.7078 | 1.8376 | 1.5848 |
Largest Winning Trade | 35539 | 35539 | 15625 | 45767 | 45767 | 24200 |
Largest Losing Trade | -10348 | -7908 | -10348 | -29516 | -9945 | -29516 |
Avg Bars in Trades | 68 | 68 | 68 | 68 | 68 | 68 |
Avg Bars in Winners | 99 | 98 | 99 | 99 | 98 | 99 |
Avg Bars in Losers | 42 | 41 | 43 | 42 | 41 | 43 |
Bars Traded | 24769 | 12394 | 12375 | 24769 | 12394 | 12375 |
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 | 411057 | 303950 | 228362 | 381486 | 356787 | 192651 |
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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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