Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78499.8047 | 57689.9225 | 20809.8822 | 44430.2131 | 54155.1997 | -9724.9866 |
Total P&L (%) | 78.4998 | 57.6899 | 20.8099 | 44.4302 | 54.1552 | -9.725 |
Avg Daily Profit (%) | 0.9043 | 0.6646 | 0.2397 | 0.4244 | 0.4998 | -0.1178 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57352 | -30037 | -34204 | -46603 | -24427 | -25071 |
Profit Factor | 1.3323 | 1.5066 | 1.1701 | 1.2286 | 1.6149 | 0.9085 |
Total Trades | 303 | 151 | 152 | 303 | 151 | 152 |
Winning Trades | 120 | 67 | 53 | 120 | 67 | 53 |
Losing Trades | 183 | 84 | 99 | 183 | 84 | 99 |
Profitability (%) | 39.604 | 44.3709 | 34.8684 | 39.604 | 44.3709 | 34.8684 |
Ratio Avg Win / Avg Loss | 2.0318 | 1.8888 | 2.1857 | 1.8737 | 2.0246 | 1.697 |
Largest Winning Trade | 82031 | 82031 | 62172 | 75849 | 75849 | 35448 |
Largest Losing Trade | -7899 | -4870 | -7899 | -13296 | -4290 | -13296 |
Avg Bars in Trades | 82 | 86 | 77 | 82 | 86 | 77 |
Avg Bars in Winners | 118 | 113 | 123 | 118 | 113 | 123 |
Avg Bars in Losers | 58 | 64 | 52 | 58 | 64 | 52 |
Bars Traded | 24872 | 13081 | 11791 | 24872 | 13081 | 11791 |
Profit Streak | 0 | 0.6875 | 0 | 0 | 0.6875 | 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 | 353783 | 241544 | -38280 | 146317 | 203956 | -585590 |
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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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