Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135478.8541 | 55423.118 | 80055.736 | 184533.9209 | 103238.7199 | 81295.2011 |
Total P&L (%) | 135.4789 | 55.4231 | 80.0557 | 184.5339 | 103.2387 | 81.2952 |
Avg Daily Profit (%) | 0.5202 | 0.2128 | 0.3074 | 0.4023 | 0.2727 | 0.2287 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30810 | -37135 | -27227 | -34392 | -41130 | -44338 |
Profit Factor | 1.3566 | 1.2781 | 1.4433 | 1.3358 | 1.3789 | 1.2935 |
Total Trades | 303 | 152 | 151 | 303 | 152 | 151 |
Winning Trades | 125 | 61 | 64 | 125 | 61 | 64 |
Losing Trades | 178 | 91 | 87 | 178 | 91 | 87 |
Profitability (%) | 41.2541 | 40.1316 | 42.3841 | 41.2541 | 40.1316 | 42.3841 |
Ratio Avg Win / Avg Loss | 1.9318 | 1.9066 | 1.9621 | 1.9022 | 2.057 | 1.7583 |
Largest Winning Trade | 25029 | 25029 | 18104 | 40952 | 40952 | 20415 |
Largest Losing Trade | -14585 | -14585 | -12648 | -16342 | -13499 | -16342 |
Avg Bars in Trades | 80 | 85 | 76 | 80 | 85 | 76 |
Avg Bars in Winners | 122 | 120 | 123 | 122 | 120 | 123 |
Avg Bars in Losers | 52 | 62 | 41 | 52 | 62 | 41 |
Bars Traded | 24508 | 13024 | 11484 | 24508 | 13024 | 11484 |
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 | 312737 | 101793 | 233590 | 271886 | 177376 | 176409 |
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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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