Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138941.4885 | 77033.615 | 61907.8735 | 168074.1949 | 115238.7246 | 52835.4704 |
Total P&L (%) | 138.9415 | 77.0336 | 61.9079 | 168.0742 | 115.2387 | 52.8355 |
Avg Daily Profit (%) | 1.6005 | 0.8874 | 0.7131 | 1.1424 | 0.887 | 0.4898 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42897 | -21857 | -27997 | -45692 | -23500 | -29174 |
Profit Factor | 1.5983 | 1.6918 | 1.5121 | 1.6915 | 2.0163 | 1.4075 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Losing Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 1.5983 | 1.6918 | 1.5121 | 1.6915 | 2.0163 | 1.4075 |
Largest Winning Trade | 73683 | 73683 | 59212 | 116603 | 116603 | 58853 |
Largest Losing Trade | -8733 | -7464 | -8733 | -9919 | -6569 | -9919 |
Avg Bars in Trades | 94 | 97 | 91 | 94 | 97 | 91 |
Avg Bars in Winners | 117 | 123 | 112 | 117 | 123 | 112 |
Avg Bars in Losers | 71 | 71 | 70 | 71 | 71 | 70 |
Bars Traded | 24608 | 12682 | 11926 | 24608 | 12682 | 11926 |
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 | 571515 | 499489 | 424893 | 563938 | 522019 | 271395 |
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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) |
---|