Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156949.3184 | 77580.6497 | 79368.6687 | 205811.6428 | 103328.0242 | 102483.6186 |
Total P&L (%) | 156.9493 | 77.5807 | 79.3687 | 205.8116 | 103.328 | 102.4836 |
Avg Daily Profit (%) | 0.6027 | 0.2979 | 0.3048 | 0.4302 | 0.2729 | 0.2713 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58041 | -47838 | -42871 | -66820 | -55968 | -46695 |
Profit Factor | 1.3649 | 1.3392 | 1.3941 | 1.317 | 1.2894 | 1.3508 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 140 | 69 | 71 | 140 | 69 | 71 |
Losing Trades | 146 | 74 | 72 | 146 | 74 | 72 |
Profitability (%) | 48.951 | 48.2517 | 49.6504 | 48.951 | 48.2517 | 49.6504 |
Ratio Avg Win / Avg Loss | 1.4234 | 1.4362 | 1.4137 | 1.3735 | 1.3828 | 1.3698 |
Largest Winning Trade | 37446 | 28707 | 37446 | 41135 | 41135 | 36318 |
Largest Losing Trade | -27637 | -15223 | -27637 | -35661 | -23828 | -35661 |
Avg Bars in Trades | 86 | 88 | 83 | 86 | 88 | 83 |
Avg Bars in Winners | 103 | 107 | 99 | 103 | 107 | 99 |
Avg Bars in Losers | 70 | 71 | 68 | 70 | 71 | 68 |
Bars Traded | 24705 | 12722 | 11983 | 24705 | 12722 | 11983 |
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 | 404487 | 235098 | 268868 | 340871 | 216442 | 249034 |
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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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