Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233519.0617 | 172401.6785 | 61117.3832 | 252025.6449 | -26380.3049 | 278405.9498 |
Total P&L (%) | 233.5191 | 172.4017 | 61.1174 | 252.0256 | -26.3803 | 278.406 |
Avg Daily Profit (%) | 0.2242 | 0.1655 | 0.0587 | 0.1209 | -0.0294 | 0.1278 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167099 | -119216 | -71760 | -1769302 | -1408696 | -676834 |
Profit Factor | 1.377 | 1.4956 | 1.2251 | 1.0562 | 0.9899 | 1.1492 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 113 | 58 | 55 | 113 | 58 | 55 |
Losing Trades | 143 | 70 | 73 | 143 | 70 | 73 |
Profitability (%) | 44.1406 | 45.3125 | 42.9688 | 44.1406 | 45.3125 | 42.9688 |
Ratio Avg Win / Avg Loss | 1.7426 | 1.805 | 1.626 | 1.3367 | 1.1947 | 1.5253 |
Largest Winning Trade | 88476 | 88476 | 30162 | 390489 | 390489 | 293648 |
Largest Losing Trade | -34401 | -34401 | -14574 | -588859 | -588859 | -268419 |
Avg Bars in Trades | 95 | 90 | 100 | 95 | 90 | 100 |
Avg Bars in Winners | 131 | 123 | 139 | 131 | 123 | 139 |
Avg Bars in Losers | 66 | 63 | 70 | 66 | 63 | 70 |
Bars Traded | 24428 | 11610 | 12818 | 24428 | 11610 | 12818 |
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 | 307942 | 276438 | -117379 | -191218 | -581148 | -80586 |
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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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