Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 171252.7785 | 62665.6035 | 108587.175 | 298540.8144 | 123786.4776 | 174754.3368 |
Total P&L (%) | 171.2528 | 62.6656 | 108.5872 | 298.5408 | 123.7865 | 174.7543 |
Avg Daily Profit (%) | 0.6576 | 0.2406 | 0.417 | 0.5323 | 0.3098 | 0.3889 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34253 | -39021 | -15067 | -74076 | -79762 | -31418 |
Profit Factor | 1.5179 | 1.3745 | 1.665 | 1.4428 | 1.365 | 1.5217 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 103 | 50 | 53 | 103 | 50 | 53 |
Losing Trades | 129 | 66 | 63 | 129 | 66 | 63 |
Profitability (%) | 44.3966 | 43.1034 | 45.6897 | 44.3966 | 43.1034 | 45.6897 |
Ratio Avg Win / Avg Loss | 1.9011 | 1.8143 | 1.9792 | 1.8071 | 1.8018 | 1.8088 |
Largest Winning Trade | 42479 | 42479 | 26197 | 69031 | 69031 | 42587 |
Largest Losing Trade | -8054 | -8054 | -6281 | -21286 | -16645 | -21286 |
Avg Bars in Trades | 106 | 108 | 103 | 106 | 108 | 103 |
Avg Bars in Winners | 164 | 176 | 153 | 164 | 176 | 153 |
Avg Bars in Losers | 60 | 58 | 62 | 60 | 58 | 62 |
Bars Traded | 24682 | 12634 | 12048 | 24682 | 12634 | 12048 |
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 | 421145 | 173016 | 335219 | 366080 | 209814 | 304824 |
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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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