Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 170870.3405 | 76380.874 | 94489.4665 | 186273.0711 | 96024.645 | 90248.4261 |
Total P&L (%) | 170.8703 | 76.3809 | 94.4895 | 186.2731 | 96.0246 | 90.2484 |
Avg Daily Profit (%) | 0.3281 | 0.1467 | 0.1814 | 0.2021 | 0.1293 | 0.1236 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92525 | -72103 | -52091 | -80753 | -68028 | -39727 |
Profit Factor | 1.2839 | 1.2099 | 1.3972 | 1.2858 | 1.249 | 1.3389 |
Total Trades | 283 | 141 | 142 | 283 | 141 | 142 |
Winning Trades | 130 | 64 | 66 | 130 | 64 | 66 |
Losing Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Profitability (%) | 45.9364 | 45.3901 | 46.4789 | 45.9364 | 45.3901 | 46.4789 |
Ratio Avg Win / Avg Loss | 1.5111 | 1.4557 | 1.6089 | 1.5132 | 1.5027 | 1.5418 |
Largest Winning Trade | 26627 | 25828 | 26627 | 45207 | 45207 | 21225 |
Largest Losing Trade | -34314 | -34314 | -11367 | -28323 | -28323 | -15279 |
Avg Bars in Trades | 87 | 121 | 52 | 87 | 121 | 52 |
Avg Bars in Winners | 115 | 159 | 73 | 115 | 159 | 73 |
Avg Bars in Losers | 62 | 90 | 35 | 62 | 90 | 35 |
Bars Traded | 24637 | 17133 | 7504 | 24637 | 17133 | 7504 |
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 | 329174 | -279 | 256869 | 290827 | -22046 | -28737 |
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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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