Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78532.2874 | 56196.3378 | 22335.9497 | 75715.8264 | 72919.7904 | 2796.036 |
Total P&L (%) | 78.5323 | 56.1963 | 22.336 | 75.7158 | 72.9198 | 2.796 |
Avg Daily Profit (%) | 0.3016 | 0.2158 | 0.0858 | 0.2167 | 0.2105 | 0.0106 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44340 | -42069 | -28895 | -43322 | -33007 | -29455 |
Profit Factor | 1.3494 | 1.465 | 1.215 | 1.3261 | 1.6241 | 1.0242 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Losing Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Profitability (%) | 58.1818 | 57.8313 | 58.5366 | 58.1818 | 57.8313 | 58.5366 |
Ratio Avg Win / Avg Loss | 0.9699 | 1.0683 | 0.8606 | 0.9532 | 1.1842 | 0.7255 |
Largest Winning Trade | 23477 | 23477 | 10827 | 22764 | 22764 | 9472 |
Largest Losing Trade | -21848 | -19434 | -21848 | -21978 | -14705 | -21978 |
Avg Bars in Trades | 148 | 144 | 153 | 148 | 144 | 153 |
Avg Bars in Winners | 124 | 115 | 133 | 124 | 115 | 133 |
Avg Bars in Losers | 182 | 182 | 181 | 182 | 182 | 181 |
Bars Traded | 24531 | 11959 | 12572 | 24531 | 11959 | 12572 |
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 | 278564 | 259773 | -90350 | 247323 | 322646 | -544458 |
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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) |
---|