Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372352.4867 | 350287.8423 | 22064.6444 | 28135.223 | 97040.7975 | -68905.5746 |
Total P&L (%) | 372.3525 | 350.2878 | 22.0646 | 28.1352 | 97.0408 | -68.9056 |
Avg Daily Profit (%) | 0.2097 | 0.1973 | 0.0124 | 0.014 | 0.0382 | -0.0658 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103245 | -73225 | -108190 | -100176 | -45024 | -119599 |
Profit Factor | 1.4164 | 1.8617 | 1.0452 | 1.0459 | 1.3469 | 0.793 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 76 | 35 | 41 | 76 | 35 | 41 |
Losing Trades | 79 | 43 | 36 | 79 | 43 | 36 |
Profitability (%) | 49.0323 | 44.8718 | 53.2468 | 49.0323 | 44.8718 | 53.2468 |
Ratio Avg Win / Avg Loss | 1.4723 | 2.2873 | 0.9178 | 1.0872 | 1.6547 | 0.6963 |
Largest Winning Trade | 78358 | 78358 | 78319 | 46362 | 42456 | 46362 |
Largest Losing Trade | -65519 | -34791 | -65519 | -67484 | -28259 | -67484 |
Avg Bars in Trades | 44 | 31 | 58 | 44 | 31 | 58 |
Avg Bars in Winners | 58 | 32 | 80 | 58 | 32 | 80 |
Avg Bars in Losers | 31 | 31 | 32 | 31 | 31 | 32 |
Bars Traded | 6948 | 2480 | 4468 | 6948 | 2480 | 4468 |
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 | 321659 | -25321 | -395716 | -347043 | -176841 | -622315 |
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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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