Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176075.1023 | 60356.2037 | 115718.8986 | 308110.0475 | 167223.003 | 140887.0444 |
Total P&L (%) | 176.0751 | 60.3562 | 115.7189 | 308.11 | 167.223 | 140.887 |
Avg Daily Profit (%) | 0.6761 | 0.2318 | 0.4444 | 0.5415 | 0.3781 | 0.3382 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38941 | -49946 | -26670 | -187856 | -82894 | -126646 |
Profit Factor | 1.4484 | 1.307 | 1.5902 | 1.3221 | 1.3738 | 1.2767 |
Total Trades | 324 | 162 | 162 | 324 | 162 | 162 |
Winning Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Losing Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Profitability (%) | 47.2222 | 46.9136 | 47.5309 | 47.2222 | 46.9136 | 47.5309 |
Ratio Avg Win / Avg Loss | 1.6188 | 1.479 | 1.7554 | 1.4777 | 1.5545 | 1.4094 |
Largest Winning Trade | 38011 | 38011 | 26174 | 70351 | 70351 | 48761 |
Largest Losing Trade | -11761 | -11761 | -9851 | -32633 | -25666 | -32633 |
Avg Bars in Trades | 76 | 76 | 76 | 76 | 76 | 76 |
Avg Bars in Winners | 106 | 103 | 108 | 106 | 103 | 108 |
Avg Bars in Losers | 50 | 53 | 47 | 50 | 53 | 47 |
Bars Traded | 24857 | 12422 | 12434 | 24857 | 12422 | 12434 |
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 | 468385 | 182648 | 382148 | 359186 | 305530 | 240518 |
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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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