Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159463.7427 | 103681.9968 | 55781.7459 | 232648.7544 | 195143.1804 | 37505.5741 |
Total P&L (%) | 159.4637 | 103.682 | 55.7817 | 232.6488 | 195.1432 | 37.5056 |
Avg Daily Profit (%) | 0.6123 | 0.3981 | 0.2142 | 0.4626 | 0.4165 | 0.1224 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39910 | -26726 | -32592 | -151941 | -97595 | -121465 |
Profit Factor | 1.5146 | 1.7164 | 1.3378 | 1.2669 | 1.4689 | 1.0824 |
Total Trades | 303 | 151 | 152 | 303 | 151 | 152 |
Winning Trades | 126 | 62 | 64 | 126 | 62 | 64 |
Losing Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Profitability (%) | 41.5842 | 41.0596 | 42.1053 | 41.5842 | 41.0596 | 42.1053 |
Ratio Avg Win / Avg Loss | 2.1277 | 2.4638 | 1.8394 | 1.7798 | 2.1086 | 1.4882 |
Largest Winning Trade | 51138 | 51138 | 27419 | 89806 | 89806 | 50185 |
Largest Losing Trade | -11545 | -9023 | -11545 | -23254 | -23254 | -21229 |
Avg Bars in Trades | 81 | 69 | 92 | 81 | 69 | 92 |
Avg Bars in Winners | 140 | 118 | 161 | 140 | 118 | 161 |
Avg Bars in Losers | 39 | 35 | 43 | 39 | 35 | 43 |
Bars Traded | 24601 | 10490 | 14111 | 24601 | 10490 | 14111 |
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 | 380449 | 285510 | 143845 | 279891 | 254226 | -166238 |
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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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