Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71321.5189 | 54618.5995 | 16702.9194 | 51415.8485 | 58019.991 | -6604.1425 |
Total P&L (%) | 71.3215 | 54.6186 | 16.7029 | 51.4158 | 58.02 | -6.6041 |
Avg Daily Profit (%) | 0.8216 | 0.6292 | 0.1924 | 0.479 | 0.5285 | -0.0787 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69284 | -32796 | -45088 | -68813 | -29951 | -47244 |
Profit Factor | 1.2881 | 1.4873 | 1.1233 | 1.2246 | 1.5816 | 0.9489 |
Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Winning Trades | 118 | 64 | 54 | 118 | 64 | 54 |
Losing Trades | 145 | 67 | 78 | 145 | 67 | 78 |
Profitability (%) | 44.8669 | 48.855 | 40.9091 | 44.8669 | 48.855 | 40.9091 |
Ratio Avg Win / Avg Loss | 1.5828 | 1.557 | 1.6225 | 1.5048 | 1.6557 | 1.3706 |
Largest Winning Trade | 59076 | 59076 | 47223 | 57111 | 57111 | 31009 |
Largest Losing Trade | -13805 | -6400 | -13805 | -15665 | -7280 | -15665 |
Avg Bars in Trades | 93 | 93 | 94 | 93 | 93 | 94 |
Avg Bars in Winners | 109 | 102 | 118 | 109 | 102 | 118 |
Avg Bars in Losers | 80 | 84 | 76 | 80 | 84 | 76 |
Bars Traded | 24601 | 12185 | 12416 | 24601 | 12185 | 12416 |
Profit Streak | 0 | 1.1394 | 0 | 0 | 1.1394 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407631 | 258387 | -91044 | 249640 | 256299 | -584797 |
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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) |
---|