Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 183029.7145 | 70872.6895 | 112157.0249 | 193943.1624 | 59360.3393 | 134582.8231 |
Total P&L (%) | 183.0297 | 70.8727 | 112.157 | 193.9432 | 59.3603 | 134.5828 |
Avg Daily Profit (%) | 0.3514 | 0.1361 | 0.2153 | 0.2072 | 0.0895 | 0.1638 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111025 | -59137 | -70125 | -137419 | -104549 | -69037 |
Profit Factor | 1.2712 | 1.1911 | 1.3689 | 1.2206 | 1.1212 | 1.3455 |
Total Trades | 299 | 149 | 150 | 299 | 149 | 150 |
Winning Trades | 146 | 69 | 77 | 146 | 69 | 77 |
Losing Trades | 153 | 80 | 73 | 153 | 80 | 73 |
Profitability (%) | 48.8294 | 46.3087 | 51.3333 | 48.8294 | 46.3087 | 51.3333 |
Ratio Avg Win / Avg Loss | 1.3322 | 1.381 | 1.2978 | 1.2791 | 1.3 | 1.2756 |
Largest Winning Trade | 30789 | 30789 | 22161 | 56223 | 56223 | 36194 |
Largest Losing Trade | -27036 | -27036 | -17152 | -28227 | -28227 | -26981 |
Avg Bars in Trades | 82 | 86 | 77 | 82 | 86 | 77 |
Avg Bars in Winners | 98 | 102 | 95 | 98 | 102 | 95 |
Avg Bars in Losers | 66 | 73 | 59 | 66 | 73 | 59 |
Bars Traded | 24638 | 12951 | 11686 | 24638 | 12951 | 11686 |
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 | 337070 | -23799 | 291302 | 281562 | -163511 | 270304 |
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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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