Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 184717.5362 | 69958.8289 | 114758.7073 | 352296.3052 | 184486.8491 | 167809.4562 |
Total P&L (%) | 184.7175 | 69.9588 | 114.7587 | 352.2963 | 184.4868 | 167.8095 |
Avg Daily Profit (%) | 0.7093 | 0.2686 | 0.4407 | 0.5812 | 0.4023 | 0.379 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31461 | -38452 | -21322 | -125067 | -81823 | -108538 |
Profit Factor | 1.4278 | 1.3102 | 1.5563 | 1.3559 | 1.3555 | 1.3563 |
Total Trades | 321 | 160 | 161 | 321 | 160 | 161 |
Winning Trades | 147 | 70 | 77 | 147 | 70 | 77 |
Losing Trades | 174 | 90 | 84 | 174 | 90 | 84 |
Profitability (%) | 45.7944 | 43.75 | 47.8261 | 45.7944 | 43.75 | 47.8261 |
Ratio Avg Win / Avg Loss | 1.69 | 1.6845 | 1.6978 | 1.6049 | 1.7428 | 1.4796 |
Largest Winning Trade | 25088 | 25038 | 25088 | 81618 | 81618 | 48963 |
Largest Losing Trade | -9312 | -8882 | -9312 | -37002 | -37002 | -30306 |
Avg Bars in Trades | 77 | 79 | 74 | 77 | 79 | 74 |
Avg Bars in Winners | 106 | 113 | 101 | 106 | 113 | 101 |
Avg Bars in Losers | 52 | 53 | 50 | 52 | 53 | 50 |
Bars Traded | 24803 | 12743 | 12060 | 24803 | 12743 | 12060 |
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 | 453508 | 213081 | 377508 | 398270 | 264267 | 274525 |
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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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