Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112911.2683 | 51987.9587 | 60923.3096 | 105820.7666 | 75539.2218 | 30281.5448 |
Total P&L (%) | 112.9113 | 51.988 | 60.9233 | 105.8208 | 75.5392 | 30.2815 |
Avg Daily Profit (%) | 0.4336 | 0.1996 | 0.2339 | 0.2776 | 0.2163 | 0.1016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46800 | -29549 | -42334 | -107012 | -51750 | -110836 |
Profit Factor | 1.2239 | 1.2157 | 1.2314 | 1.1136 | 1.1761 | 1.0602 |
Total Trades | 337 | 168 | 169 | 337 | 168 | 169 |
Winning Trades | 175 | 84 | 91 | 175 | 84 | 91 |
Losing Trades | 162 | 84 | 78 | 162 | 84 | 78 |
Profitability (%) | 51.9288 | 50 | 53.8462 | 51.9288 | 50 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.133 | 1.2157 | 1.0555 | 1.0309 | 1.1761 | 0.9088 |
Largest Winning Trade | 15731 | 11296 | 15731 | 21080 | 20822 | 21080 |
Largest Losing Trade | -31193 | -20051 | -31193 | -61407 | -25402 | -61407 |
Avg Bars in Trades | 73 | 75 | 70 | 73 | 75 | 70 |
Avg Bars in Winners | 83 | 85 | 82 | 83 | 85 | 82 |
Avg Bars in Losers | 61 | 65 | 57 | 61 | 65 | 57 |
Bars Traded | 24668 | 12730 | 11937 | 24668 | 12730 | 11937 |
Profit Streak | 0 | 2.9088 | 0 | 0 | 2.9088 | 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 | 354701 | 132512 | 230521 | -86683 | -21374 | -216880 |
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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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