Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150092.796 | 67376.0995 | 82716.6965 | 184565.4777 | 58271.8025 | 126293.6752 |
Total P&L (%) | 150.0928 | 67.3761 | 82.7167 | 184.5655 | 58.2718 | 126.2937 |
Avg Daily Profit (%) | 0.2882 | 0.1294 | 0.1588 | 0.201 | 0.0882 | 0.1569 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41325 | -30623 | -29375 | -125909 | -92618 | -74941 |
Profit Factor | 1.3329 | 1.3023 | 1.3628 | 1.1987 | 1.1226 | 1.2785 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Losing Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Profitability (%) | 46.5217 | 46.087 | 46.9565 | 46.5217 | 46.087 | 46.9565 |
Ratio Avg Win / Avg Loss | 1.5322 | 1.5234 | 1.5395 | 1.378 | 1.3132 | 1.4443 |
Largest Winning Trade | 44416 | 44416 | 17212 | 76680 | 76680 | 41256 |
Largest Losing Trade | -16800 | -16800 | -11911 | -47839 | -47839 | -26232 |
Avg Bars in Trades | 107 | 108 | 106 | 107 | 108 | 106 |
Avg Bars in Winners | 137 | 131 | 143 | 137 | 131 | 143 |
Avg Bars in Losers | 81 | 88 | 73 | 81 | 88 | 73 |
Bars Traded | 24687 | 12437 | 12250 | 24687 | 12437 | 12250 |
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 | 325905 | -21627 | 246494 | 178600 | -164030 | 187369 |
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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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