Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 203360.4792 | 113289.2209 | 90071.2583 | 171118.0628 | 34537.8764 | 136580.1865 |
Total P&L (%) | 203.3605 | 113.2892 | 90.0713 | 171.1181 | 34.5379 | 136.5802 |
Avg Daily Profit (%) | 0.3905 | 0.2175 | 0.1729 | 0.1917 | 0.057 | 0.1655 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66257 | -40879 | -53357 | -212939 | -132386 | -102646 |
Profit Factor | 1.3289 | 1.3631 | 1.294 | 1.144 | 1.0554 | 1.2416 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 109 | 52 | 57 | 109 | 52 | 57 |
Losing Trades | 142 | 73 | 69 | 142 | 73 | 69 |
Profitability (%) | 43.4263 | 41.6 | 45.2381 | 43.4263 | 41.6 | 45.2381 |
Ratio Avg Win / Avg Loss | 1.7312 | 1.9136 | 1.5664 | 1.4903 | 1.4817 | 1.503 |
Largest Winning Trade | 118929 | 118929 | 31383 | 71450 | 71450 | 67420 |
Largest Losing Trade | -20159 | -20159 | -17099 | -32004 | -32004 | -31162 |
Avg Bars in Trades | 97 | 99 | 96 | 97 | 99 | 96 |
Avg Bars in Winners | 128 | 136 | 121 | 128 | 136 | 121 |
Avg Bars in Losers | 73 | 72 | 75 | 73 | 72 | 75 |
Bars Traded | 24487 | 12375 | 12112 | 24487 | 12375 | 12112 |
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 | 317093 | 190565 | 212672 | -56404 | -283164 | 198857 |
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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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