Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112441.0489 | 66472.6249 | 45968.424 | 140489.7453 | 115732.9741 | 24756.7712 |
Total P&L (%) | 112.441 | 66.4726 | 45.9684 | 140.4897 | 115.733 | 24.7568 |
Avg Daily Profit (%) | 0.4318 | 0.2553 | 0.1765 | 0.3375 | 0.2957 | 0.085 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49102 | -34059 | -27576 | -160975 | -111972 | -86504 |
Profit Factor | 1.2965 | 1.3578 | 1.2375 | 1.1601 | 1.2718 | 1.0548 |
Total Trades | 460 | 230 | 230 | 460 | 230 | 230 |
Winning Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Losing Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Profitability (%) | 45.4348 | 45.6522 | 45.2174 | 45.4348 | 45.6522 | 45.2174 |
Ratio Avg Win / Avg Loss | 1.557 | 1.6165 | 1.4993 | 1.3933 | 1.5141 | 1.278 |
Largest Winning Trade | 28303 | 28303 | 19595 | 44430 | 44430 | 32594 |
Largest Losing Trade | -16232 | -8795 | -16232 | -30649 | -27358 | -30649 |
Avg Bars in Trades | 53 | 47 | 58 | 53 | 47 | 58 |
Avg Bars in Winners | 70 | 60 | 80 | 70 | 60 | 80 |
Avg Bars in Losers | 38 | 36 | 41 | 38 | 36 | 41 |
Bars Traded | 24476 | 10933 | 13543 | 24476 | 10933 | 13543 |
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 | 360307 | 250860 | 101645 | -36362 | 252837 | -246056 |
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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) |
---|