Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105517.9558 | 74716.7211 | 30801.2347 | 67306.9631 | 61390.9813 | 5915.9818 |
Total P&L (%) | 105.518 | 74.7167 | 30.8012 | 67.307 | 61.391 | 5.916 |
Avg Daily Profit (%) | 1.2155 | 0.8607 | 0.3548 | 0.5946 | 0.5529 | 0.0662 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77645 | -45706 | -44915 | -61543 | -35959 | -38919 |
Profit Factor | 1.29 | 1.397 | 1.1753 | 1.2305 | 1.4077 | 1.0418 |
Total Trades | 430 | 215 | 215 | 430 | 215 | 215 |
Winning Trades | 187 | 92 | 95 | 187 | 92 | 95 |
Losing Trades | 243 | 123 | 120 | 243 | 123 | 120 |
Profitability (%) | 43.4884 | 42.7907 | 44.186 | 43.4884 | 42.7907 | 44.186 |
Ratio Avg Win / Avg Loss | 1.6763 | 1.8678 | 1.4846 | 1.5989 | 1.8821 | 1.316 |
Largest Winning Trade | 97119 | 97119 | 58705 | 79501 | 79501 | 30280 |
Largest Losing Trade | -5746 | -5365 | -5746 | -8606 | -8606 | -5671 |
Avg Bars in Trades | 57 | 56 | 59 | 57 | 56 | 59 |
Avg Bars in Winners | 64 | 59 | 69 | 64 | 59 | 69 |
Avg Bars in Losers | 52 | 53 | 51 | 52 | 53 | 51 |
Bars Traded | 24838 | 12050 | 12788 | 24838 | 12050 | 12788 |
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 | 432435 | 374737 | -25440 | 336702 | 278507 | -448450 |
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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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