Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 155720.83 | 52160.2089 | 103560.6211 | 238282.9264 | 139053.3776 | 99229.5488 |
Total P&L (%) | 155.7208 | 52.1602 | 103.5606 | 238.2829 | 139.0534 | 99.2295 |
Avg Daily Profit (%) | 0.598 | 0.2003 | 0.3977 | 0.4691 | 0.3352 | 0.265 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53933 | -46200 | -32530 | -262411 | -133129 | -152831 |
Profit Factor | 1.3632 | 1.2222 | 1.5339 | 1.2158 | 1.2404 | 1.1888 |
Total Trades | 326 | 163 | 163 | 326 | 163 | 163 |
Winning Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Losing Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Profitability (%) | 43.865 | 43.5583 | 44.1718 | 43.865 | 43.5583 | 44.1718 |
Ratio Avg Win / Avg Loss | 1.7445 | 1.5837 | 1.9386 | 1.5559 | 1.6073 | 1.5025 |
Largest Winning Trade | 37427 | 37427 | 19316 | 66052 | 66052 | 43026 |
Largest Losing Trade | -10896 | -10896 | -7381 | -44287 | -22667 | -44287 |
Avg Bars in Trades | 75 | 76 | 75 | 75 | 76 | 75 |
Avg Bars in Winners | 103 | 102 | 104 | 103 | 102 | 104 |
Avg Bars in Losers | 54 | 56 | 51 | 54 | 56 | 51 |
Bars Traded | 24756 | 12482 | 12274 | 24756 | 12482 | 12274 |
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 | 378974 | 127857 | 308556 | 306894 | 216188 | -6901 |
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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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