Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 200313.3099 | 135310.4712 | 65002.8387 | 194204.7301 | 126998.357 | 67206.3731 |
Total P&L (%) | 200.3133 | 135.3105 | 65.0028 | 194.2047 | 126.9984 | 67.2064 |
Avg Daily Profit (%) | 0.3846 | 0.2598 | 0.1248 | 0.2074 | 0.1575 | 0.0987 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97803 | -71144 | -39365 | -247292 | -170622 | -104017 |
Profit Factor | 1.3281 | 1.4391 | 1.215 | 1.1402 | 1.1742 | 1.1024 |
Total Trades | 283 | 141 | 142 | 283 | 141 | 142 |
Winning Trades | 120 | 50 | 70 | 120 | 50 | 70 |
Losing Trades | 163 | 91 | 72 | 163 | 91 | 72 |
Profitability (%) | 42.4028 | 35.461 | 49.2958 | 42.4028 | 35.461 | 49.2958 |
Ratio Avg Win / Avg Loss | 1.804 | 2.6191 | 1.2497 | 1.5488 | 2.1371 | 1.1339 |
Largest Winning Trade | 78466 | 78466 | 32790 | 130972 | 130972 | 62624 |
Largest Losing Trade | -24203 | -12929 | -24203 | -60322 | -34862 | -60322 |
Avg Bars in Trades | 86 | 84 | 89 | 86 | 84 | 89 |
Avg Bars in Winners | 128 | 137 | 122 | 128 | 137 | 122 |
Avg Bars in Losers | 56 | 55 | 57 | 56 | 55 | 57 |
Bars Traded | 24585 | 11889 | 12696 | 24585 | 11889 | 12696 |
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 | 306817 | 135845 | -28187 | -59542 | -26893 | -170221 |
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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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