Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159515.6988 | 87919.4018 | 71596.297 | 296807.1773 | 201799.8914 | 95007.2858 |
Total P&L (%) | 159.5157 | 87.9194 | 71.5963 | 296.8072 | 201.7999 | 95.0073 |
Avg Daily Profit (%) | 0.6125 | 0.3376 | 0.2749 | 0.5307 | 0.4251 | 0.2568 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29397 | -22675 | -17572 | -141607 | -108458 | -74923 |
Profit Factor | 1.5897 | 1.6067 | 1.5701 | 1.3233 | 1.4086 | 1.224 |
Total Trades | 255 | 128 | 127 | 255 | 128 | 127 |
Winning Trades | 103 | 49 | 54 | 103 | 49 | 54 |
Losing Trades | 152 | 79 | 73 | 152 | 79 | 73 |
Profitability (%) | 40.3922 | 38.2813 | 42.5197 | 40.3922 | 38.2813 | 42.5197 |
Ratio Avg Win / Avg Loss | 2.3459 | 2.5903 | 2.1225 | 1.9529 | 2.271 | 1.6547 |
Largest Winning Trade | 23784 | 23784 | 21986 | 72503 | 72503 | 38554 |
Largest Losing Trade | -7640 | -7640 | -6475 | -22768 | -22768 | -17752 |
Avg Bars in Trades | 96 | 96 | 97 | 96 | 96 | 97 |
Avg Bars in Winners | 142 | 146 | 139 | 142 | 146 | 139 |
Avg Bars in Losers | 65 | 65 | 65 | 65 | 65 | 65 |
Bars Traded | 24662 | 12325 | 12337 | 24662 | 12325 | 12337 |
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 | 371322 | 204158 | 237073 | 287528 | 188495 | 155355 |
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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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