Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106254.9243 | 62991.9989 | 43262.9254 | 86899.434 | 29114.2568 | 57785.1772 |
Total P&L (%) | 106.2549 | 62.992 | 43.2629 | 86.8994 | 29.1143 | 57.7852 |
Avg Daily Profit (%) | 0.408 | 0.2419 | 0.1661 | 0.2404 | 0.0982 | 0.1753 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40005 | -43204 | -48848 | -76077 | -67800 | -79210 |
Profit Factor | 1.2067 | 1.1953 | 1.226 | 1.1098 | 1.0569 | 1.2065 |
Total Trades | 338 | 169 | 169 | 338 | 169 | 169 |
Winning Trades | 232 | 113 | 119 | 232 | 113 | 119 |
Losing Trades | 106 | 56 | 50 | 106 | 56 | 50 |
Profitability (%) | 68.6391 | 66.8639 | 70.4142 | 68.6391 | 66.8639 | 70.4142 |
Ratio Avg Win / Avg Loss | 0.5513 | 0.5923 | 0.5151 | 0.5071 | 0.5238 | 0.5069 |
Largest Winning Trade | 15522 | 15522 | 7894 | 16800 | 16800 | 11620 |
Largest Losing Trade | -31922 | -31922 | -25738 | -44387 | -44387 | -42179 |
Avg Bars in Trades | 73 | 104 | 41 | 73 | 104 | 41 |
Avg Bars in Winners | 43 | 61 | 27 | 43 | 61 | 27 |
Avg Bars in Losers | 137 | 191 | 76 | 137 | 191 | 76 |
Bars Traded | 24680 | 17647 | 7033 | 24680 | 17647 | 7033 |
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 | 361226 | 43755 | 178021 | -90680 | -223593 | 216779 |
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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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