Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 157402.7922 | 62477.0007 | 94925.7914 | 191639.1633 | 120497.1752 | 71141.9881 |
Total P&L (%) | 157.4028 | 62.477 | 94.9258 | 191.6392 | 120.4972 | 71.142 |
Avg Daily Profit (%) | 0.3022 | 0.12 | 0.1823 | 0.2057 | 0.1519 | 0.1032 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58658 | -58315 | -50693 | -141054 | -114358 | -112292 |
Profit Factor | 1.2925 | 1.3 | 1.2878 | 1.179 | 1.3004 | 1.1062 |
Total Trades | 423 | 211 | 212 | 423 | 211 | 212 |
Winning Trades | 194 | 90 | 104 | 194 | 90 | 104 |
Losing Trades | 229 | 121 | 108 | 229 | 121 | 108 |
Profitability (%) | 45.8629 | 42.654 | 49.0566 | 45.8629 | 42.654 | 49.0566 |
Ratio Avg Win / Avg Loss | 1.5257 | 1.7478 | 1.3373 | 1.3917 | 1.7483 | 1.1488 |
Largest Winning Trade | 30788 | 30788 | 27930 | 55362 | 54013 | 55362 |
Largest Losing Trade | -20617 | -6384 | -20617 | -63358 | -18385 | -63358 |
Avg Bars in Trades | 58 | 36 | 79 | 58 | 36 | 79 |
Avg Bars in Winners | 88 | 54 | 117 | 88 | 54 | 117 |
Avg Bars in Losers | 33 | 23 | 43 | 33 | 23 | 43 |
Bars Traded | 24701 | 7766 | 16935 | 24701 | 7766 | 16935 |
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 | 348378 | -35046 | 255494 | -15964 | 199117 | -159238 |
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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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