Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193821.7631 | 90594.9193 | 103226.8438 | 368781.8105 | 215067.1508 | 153714.6597 |
Total P&L (%) | 193.8218 | 90.5949 | 103.2268 | 368.7818 | 215.0672 | 153.7147 |
Avg Daily Profit (%) | 0.7443 | 0.3479 | 0.3964 | 0.595 | 0.4417 | 0.3582 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41101 | -26089 | -26612 | -98745 | -73667 | -57752 |
Profit Factor | 1.4582 | 1.4402 | 1.4754 | 1.4739 | 1.595 | 1.3688 |
Total Trades | 277 | 139 | 138 | 277 | 139 | 138 |
Winning Trades | 122 | 63 | 59 | 122 | 63 | 59 |
Losing Trades | 155 | 76 | 79 | 155 | 76 | 79 |
Profitability (%) | 44.0433 | 45.3237 | 42.7536 | 44.0433 | 45.3237 | 42.7536 |
Ratio Avg Win / Avg Loss | 1.8527 | 1.7373 | 1.9755 | 1.8725 | 1.9241 | 1.8328 |
Largest Winning Trade | 31651 | 22362 | 31651 | 55325 | 55325 | 42304 |
Largest Losing Trade | -12901 | -12901 | -10135 | -46976 | -23877 | -46976 |
Avg Bars in Trades | 89 | 93 | 85 | 89 | 93 | 85 |
Avg Bars in Winners | 131 | 131 | 131 | 131 | 131 | 131 |
Avg Bars in Losers | 56 | 61 | 50 | 56 | 61 | 50 |
Bars Traded | 24704 | 12934 | 11770 | 24704 | 12934 | 11770 |
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 | 438184 | 271318 | 257913 | 395701 | 334238 | 222706 |
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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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