Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144948.6319 | 53801.7122 | 91146.9197 | 175980.6281 | 98299.1175 | 77681.5106 |
Total P&L (%) | 144.9486 | 53.8017 | 91.1469 | 175.9806 | 98.2991 | 77.6815 |
Avg Daily Profit (%) | 0.5566 | 0.2066 | 0.35 | 0.3906 | 0.2632 | 0.221 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68421 | -42169 | -39960 | -232573 | -107928 | -136236 |
Profit Factor | 1.2255 | 1.1775 | 1.2684 | 1.1335 | 1.1656 | 1.1071 |
Total Trades | 618 | 309 | 309 | 618 | 309 | 309 |
Winning Trades | 270 | 131 | 139 | 270 | 131 | 139 |
Losing Trades | 348 | 178 | 170 | 348 | 178 | 170 |
Profitability (%) | 43.6893 | 42.3948 | 44.9838 | 43.6893 | 42.3948 | 44.9838 |
Ratio Avg Win / Avg Loss | 1.5795 | 1.5999 | 1.5512 | 1.4609 | 1.5838 | 1.354 |
Largest Winning Trade | 46648 | 46648 | 20050 | 45043 | 44211 | 45043 |
Largest Losing Trade | -9413 | -8420 | -9413 | -28214 | -24148 | -28214 |
Avg Bars in Trades | 39 | 39 | 40 | 39 | 39 | 40 |
Avg Bars in Winners | 58 | 57 | 58 | 58 | 57 | 58 |
Avg Bars in Losers | 25 | 25 | 25 | 25 | 25 | 25 |
Bars Traded | 24688 | 12143 | 12545 | 24688 | 12143 | 12545 |
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 | 388353 | -20892 | 274281 | -65095 | -32359 | -97171 |
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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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