Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233341.6006 | 145165.0354 | 88176.5652 | 405140.0572 | 208980.788 | 196159.2692 |
Total P&L (%) | 233.3416 | 145.165 | 88.1766 | 405.1401 | 208.9808 | 196.1593 |
Avg Daily Profit (%) | 0.448 | 0.2787 | 0.1693 | 0.3115 | 0.2168 | 0.2087 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43433 | -59037 | -38106 | -214129 | -227890 | -108104 |
Profit Factor | 1.3687 | 1.4656 | 1.2746 | 1.2284 | 1.2287 | 1.2281 |
Total Trades | 390 | 195 | 195 | 390 | 195 | 195 |
Winning Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Losing Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Profitability (%) | 39.7436 | 39.4872 | 40 | 39.7436 | 39.4872 | 40 |
Ratio Avg Win / Avg Loss | 2.0751 | 2.246 | 1.9119 | 1.8624 | 1.8829 | 1.8421 |
Largest Winning Trade | 65050 | 65050 | 24715 | 96628 | 96628 | 74315 |
Largest Losing Trade | -12406 | -10821 | -12406 | -42637 | -42637 | -33046 |
Avg Bars in Trades | 63 | 64 | 63 | 63 | 64 | 63 |
Avg Bars in Winners | 103 | 101 | 105 | 103 | 101 | 105 |
Avg Bars in Losers | 37 | 39 | 36 | 37 | 39 | 36 |
Bars Traded | 24905 | 12483 | 12422 | 24905 | 12483 | 12422 |
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 | 318133 | 227128 | 158625 | 245249 | 155970 | 160504 |
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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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