Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102540.2922 | 27657.325 | 74882.9672 | 68227.1713 | 56648.7769 | 11578.3944 |
Total P&L (%) | 102.5403 | 27.6573 | 74.883 | 68.2272 | 56.6488 | 11.5784 |
Avg Daily Profit (%) | 0.3938 | 0.1062 | 0.2875 | 0.1999 | 0.1725 | 0.0421 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119425 | -47891 | -86251 | -311804 | -97135 | -248065 |
Profit Factor | 1.2227 | 1.1129 | 1.3475 | 1.0681 | 1.1141 | 1.0229 |
Total Trades | 324 | 162 | 162 | 324 | 162 | 162 |
Winning Trades | 168 | 79 | 89 | 168 | 79 | 89 |
Losing Trades | 156 | 83 | 73 | 156 | 83 | 73 |
Profitability (%) | 51.8519 | 48.7654 | 54.9383 | 51.8519 | 48.7654 | 54.9383 |
Ratio Avg Win / Avg Loss | 1.1353 | 1.1692 | 1.1052 | 0.9918 | 1.1705 | 0.839 |
Largest Winning Trade | 51065 | 37428 | 51065 | 62298 | 62298 | 56265 |
Largest Losing Trade | -33413 | -18238 | -33413 | -111341 | -47710 | -111341 |
Avg Bars in Trades | 76 | 80 | 72 | 76 | 80 | 72 |
Avg Bars in Winners | 87 | 94 | 81 | 87 | 94 | 81 |
Avg Bars in Losers | 64 | 67 | 61 | 64 | 67 | 61 |
Bars Traded | 24738 | 13025 | 11713 | 24738 | 13025 | 11713 |
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 | 339376 | -152455 | 298122 | -139256 | -90099 | -450839 |
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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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