Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238700.4803 | 125204.2815 | 113496.1987 | 346773.3339 | 171476.8621 | 175296.4718 |
Total P&L (%) | 238.7005 | 125.2043 | 113.4962 | 346.7733 | 171.4769 | 175.2965 |
Avg Daily Profit (%) | 0.4583 | 0.2404 | 0.2179 | 0.2878 | 0.1919 | 0.1946 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85944 | -66681 | -77062 | -385806 | -270600 | -324288 |
Profit Factor | 1.6865 | 1.7094 | 1.6629 | 1.2846 | 1.2877 | 1.2816 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Profitability (%) | 49.1667 | 50 | 48.3333 | 49.1667 | 50 | 48.3333 |
Ratio Avg Win / Avg Loss | 1.7437 | 1.7094 | 1.7776 | 1.3281 | 1.2877 | 1.37 |
Largest Winning Trade | 103227 | 103227 | 30829 | 241157 | 241157 | 146368 |
Largest Losing Trade | -31037 | -20229 | -31037 | -105914 | -65996 | -105914 |
Avg Bars in Trades | 203 | 218 | 189 | 203 | 218 | 189 |
Avg Bars in Winners | 258 | 280 | 235 | 258 | 280 | 235 |
Avg Bars in Losers | 150 | 156 | 145 | 150 | 156 | 145 |
Bars Traded | 24446 | 13092 | 11354 | 24446 | 13092 | 11354 |
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 | 448188 | -158543 | -159473 | 280321 | -162188 | -162850 |
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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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