Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102619.7618 | 63837.4835 | 38782.2783 | 121118.4502 | 76594.2134 | 44524.2368 |
Total P&L (%) | 102.6198 | 63.8375 | 38.7823 | 121.1185 | 76.5942 | 44.5242 |
Avg Daily Profit (%) | 0.3941 | 0.2451 | 0.1489 | 0.3052 | 0.2186 | 0.1415 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29051 | -29437 | -16947 | -36547 | -37650 | -35953 |
Profit Factor | 1.4013 | 1.4486 | 1.342 | 1.3334 | 1.3989 | 1.26 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 144 | 74 | 70 | 144 | 74 | 70 |
Losing Trades | 91 | 43 | 48 | 91 | 43 | 48 |
Profitability (%) | 61.2766 | 63.2479 | 59.322 | 61.2766 | 63.2479 | 59.322 |
Ratio Avg Win / Avg Loss | 0.8855 | 0.8417 | 0.9202 | 0.8426 | 0.8129 | 0.864 |
Largest Winning Trade | 18168 | 18168 | 7891 | 22862 | 22862 | 17946 |
Largest Losing Trade | -28851 | -28851 | -12090 | -31721 | -31721 | -27634 |
Avg Bars in Trades | 105 | 105 | 104 | 105 | 105 | 104 |
Avg Bars in Winners | 88 | 94 | 82 | 88 | 94 | 82 |
Avg Bars in Losers | 131 | 125 | 136 | 131 | 125 | 136 |
Bars Traded | 24698 | 12375 | 12323 | 24698 | 12375 | 12323 |
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 | 346031 | 251988 | 60193 | 303741 | 247690 | -8192 |
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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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