Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 147228.7268 | 80776.9608 | 66451.7661 | 162371.1609 | 108439.2401 | 53931.9208 |
Total P&L (%) | 147.2287 | 80.777 | 66.4518 | 162.3712 | 108.4392 | 53.9319 |
Avg Daily Profit (%) | 0.5654 | 0.3102 | 0.2552 | 0.3711 | 0.2824 | 0.1658 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67356 | -41907 | -32540 | -91950 | -58319 | -60994 |
Profit Factor | 1.3194 | 1.3528 | 1.2863 | 1.2289 | 1.3133 | 1.1484 |
Total Trades | 279 | 139 | 140 | 279 | 139 | 140 |
Winning Trades | 119 | 63 | 56 | 119 | 63 | 56 |
Losing Trades | 160 | 76 | 84 | 160 | 76 | 84 |
Profitability (%) | 42.6523 | 45.3237 | 40 | 42.6523 | 45.3237 | 40 |
Ratio Avg Win / Avg Loss | 1.7739 | 1.632 | 1.9295 | 1.6523 | 1.5843 | 1.7227 |
Largest Winning Trade | 60042 | 60042 | 18280 | 104895 | 104895 | 35644 |
Largest Losing Trade | -10748 | -10527 | -10748 | -25628 | -18911 | -25628 |
Avg Bars in Trades | 88 | 82 | 93 | 88 | 82 | 93 |
Avg Bars in Winners | 129 | 111 | 149 | 129 | 111 | 149 |
Avg Bars in Losers | 57 | 59 | 56 | 57 | 59 | 56 |
Bars Traded | 24645 | 11502 | 13143 | 24645 | 11502 | 13143 |
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 | 333483 | 240506 | 125997 | 253805 | 223281 | -55349 |
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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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