Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 178141.5252 | 87437.1505 | 90704.3747 | 272956.3762 | 104137.7375 | 168818.6388 |
Total P&L (%) | 178.1415 | 87.4372 | 90.7044 | 272.9564 | 104.1377 | 168.8186 |
Avg Daily Profit (%) | 0.342 | 0.1679 | 0.1742 | 0.253 | 0.1371 | 0.19 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46445 | -33554 | -32223 | -173718 | -117603 | -147158 |
Profit Factor | 1.4127 | 1.4125 | 1.4128 | 1.2183 | 1.1727 | 1.2609 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 106 | 50 | 56 | 106 | 50 | 56 |
Losing Trades | 128 | 67 | 61 | 128 | 67 | 61 |
Profitability (%) | 45.2991 | 42.735 | 47.8632 | 45.2991 | 42.735 | 47.8632 |
Ratio Avg Win / Avg Loss | 1.7058 | 1.8928 | 1.5389 | 1.4712 | 1.5714 | 1.3734 |
Largest Winning Trade | 46133 | 46133 | 20185 | 94453 | 94453 | 66000 |
Largest Losing Trade | -10144 | -8920 | -10144 | -37214 | -35627 | -37214 |
Avg Bars in Trades | 105 | 111 | 98 | 105 | 111 | 98 |
Avg Bars in Winners | 145 | 158 | 135 | 145 | 158 | 135 |
Avg Bars in Losers | 71 | 77 | 65 | 71 | 77 | 65 |
Bars Traded | 24644 | 13075 | 11569 | 24644 | 13075 | 11569 |
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 | 343656 | 201312 | 275083 | 233526 | -43084 | 206554 |
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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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