Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160115.0122 | 149542.7602 | 10572.252 | 68097.2136 | 108169.1264 | -40071.9128 |
Total P&L (%) | 160.115 | 149.5428 | 10.5723 | 68.0972 | 108.1691 | -40.0719 |
Avg Daily Profit (%) | 1.8444 | 1.7226 | 0.1218 | 0.6001 | 0.8482 | -0.5881 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84885 | -51187 | -51918 | -61420 | -34396 | -42324 |
Profit Factor | 1.3451 | 1.6775 | 1.0435 | 1.1981 | 1.7009 | 0.7885 |
Total Trades | 810 | 405 | 405 | 810 | 405 | 405 |
Winning Trades | 369 | 170 | 199 | 369 | 170 | 199 |
Losing Trades | 441 | 235 | 206 | 441 | 235 | 206 |
Profitability (%) | 45.5556 | 41.9753 | 49.1358 | 45.5556 | 41.9753 | 49.1358 |
Ratio Avg Win / Avg Loss | 1.6076 | 2.3189 | 1.0802 | 1.4319 | 2.3513 | 0.8162 |
Largest Winning Trade | 180098 | 180098 | 75549 | 128836 | 128836 | 30786 |
Largest Losing Trade | -10560 | -5438 | -10560 | -13329 | -4959 | -13329 |
Avg Bars in Trades | 30 | 26 | 34 | 30 | 26 | 34 |
Avg Bars in Winners | 35 | 31 | 39 | 35 | 31 | 39 |
Avg Bars in Losers | 26 | 23 | 30 | 26 | 23 | 30 |
Bars Traded | 24948 | 10859 | 14089 | 24948 | 10859 | 14089 |
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 | 564563 | 485997 | -351834 | 318758 | 470297 | -581499 |
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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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