Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159876.554 | 55039.869 | 104836.685 | 250122.4008 | 127373.2607 | 122749.1402 |
Total P&L (%) | 159.8766 | 55.0399 | 104.8367 | 250.1224 | 127.3733 | 122.7491 |
Avg Daily Profit (%) | 0.6139 | 0.2114 | 0.4026 | 0.4823 | 0.3159 | 0.308 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54386 | -62163 | -22908 | -129261 | -58185 | -91258 |
Profit Factor | 1.388 | 1.2673 | 1.5084 | 1.3552 | 1.3867 | 1.3275 |
Total Trades | 388 | 194 | 194 | 388 | 194 | 194 |
Winning Trades | 174 | 85 | 89 | 174 | 85 | 89 |
Losing Trades | 214 | 109 | 105 | 214 | 109 | 105 |
Profitability (%) | 44.8454 | 43.8144 | 45.8763 | 44.8454 | 43.8144 | 45.8763 |
Ratio Avg Win / Avg Loss | 1.707 | 1.6251 | 1.7796 | 1.6667 | 1.7782 | 1.5662 |
Largest Winning Trade | 40081 | 40081 | 18711 | 58815 | 58815 | 43672 |
Largest Losing Trade | -10844 | -10844 | -8902 | -38458 | -13929 | -38458 |
Avg Bars in Trades | 64 | 63 | 64 | 64 | 63 | 64 |
Avg Bars in Winners | 90 | 86 | 94 | 90 | 86 | 94 |
Avg Bars in Losers | 42 | 45 | 39 | 42 | 45 | 39 |
Bars Traded | 24846 | 12279 | 12567 | 24846 | 12279 | 12567 |
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 | 414700 | 157502 | 334157 | 367009 | 251839 | 265261 |
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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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