Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 222319.9528 | 86878.9864 | 135440.9664 | 503063.5942 | 278546.7019 | 224516.8923 |
Total P&L (%) | 222.32 | 86.879 | 135.441 | 503.0636 | 278.5467 | 224.5169 |
Avg Daily Profit (%) | 0.8537 | 0.3336 | 0.5201 | 0.6924 | 0.5125 | 0.4531 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31573 | -29448 | -23592 | -214173 | -93871 | -157383 |
Profit Factor | 1.5011 | 1.3877 | 1.6167 | 1.4155 | 1.4843 | 1.3532 |
Total Trades | 301 | 151 | 150 | 301 | 151 | 150 |
Winning Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Losing Trades | 174 | 88 | 86 | 174 | 88 | 86 |
Profitability (%) | 42.1927 | 41.7219 | 42.6667 | 42.1927 | 41.7219 | 42.6667 |
Ratio Avg Win / Avg Loss | 2.0566 | 1.9384 | 2.1725 | 1.9394 | 2.0734 | 1.8184 |
Largest Winning Trade | 43349 | 43349 | 24182 | 98175 | 98175 | 77218 |
Largest Losing Trade | -11356 | -11010 | -11356 | -38364 | -34843 | -38364 |
Avg Bars in Trades | 82 | 86 | 77 | 82 | 86 | 77 |
Avg Bars in Winners | 126 | 131 | 122 | 126 | 131 | 122 |
Avg Bars in Losers | 49 | 54 | 44 | 49 | 54 | 44 |
Bars Traded | 24719 | 13028 | 11691 | 24719 | 13028 | 11691 |
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 | 445037 | 220143 | 338421 | 406417 | 296432 | 262342 |
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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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