Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151357.4624 | 97084.421 | 54273.0414 | 225872.2719 | 174901.5938 | 50970.6781 |
Total P&L (%) | 151.3575 | 97.0844 | 54.273 | 225.8723 | 174.9016 | 50.9707 |
Avg Daily Profit (%) | 0.5812 | 0.3728 | 0.2084 | 0.4547 | 0.3891 | 0.1583 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26024 | -20640 | -35253 | -83952 | -52837 | -70525 |
Profit Factor | 1.4629 | 1.6352 | 1.3116 | 1.2849 | 1.4639 | 1.1226 |
Total Trades | 334 | 167 | 167 | 334 | 167 | 167 |
Winning Trades | 138 | 64 | 74 | 138 | 64 | 74 |
Losing Trades | 196 | 103 | 93 | 196 | 103 | 93 |
Profitability (%) | 41.3174 | 38.3234 | 44.3114 | 41.3174 | 38.3234 | 44.3114 |
Ratio Avg Win / Avg Loss | 2.0777 | 2.6317 | 1.6484 | 1.8249 | 2.356 | 1.4108 |
Largest Winning Trade | 38573 | 38573 | 26295 | 47718 | 47718 | 37392 |
Largest Losing Trade | -12947 | -9023 | -12947 | -20198 | -17156 | -20198 |
Avg Bars in Trades | 73 | 63 | 83 | 73 | 63 | 83 |
Avg Bars in Winners | 125 | 112 | 136 | 125 | 112 | 136 |
Avg Bars in Losers | 36 | 32 | 40 | 36 | 32 | 40 |
Bars Traded | 24458 | 10559 | 13899 | 24458 | 10559 | 13899 |
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 | 361576 | 236776 | 166387 | 283491 | 209391 | -82961 |
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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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