Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205732.8992 | 116716.2737 | 89016.6255 | 82636.9655 | 49079.5469 | 33557.4185 |
Total P&L (%) | 205.7329 | 116.7163 | 89.0166 | 82.637 | 49.0795 | 33.5574 |
Avg Daily Profit (%) | 0.1975 | 0.1121 | 0.0855 | 0.0578 | 0.0383 | 0.0278 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71159 | -58278 | -68396 | -108956 | -111674 | -93052 |
Profit Factor | 1.2976 | 1.344 | 1.2528 | 1.0831 | 1.1042 | 1.064 |
Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Winning Trades | 159 | 72 | 87 | 159 | 72 | 87 |
Losing Trades | 137 | 76 | 61 | 137 | 76 | 61 |
Profitability (%) | 53.7162 | 48.6486 | 58.7838 | 53.7162 | 48.6486 | 58.7838 |
Ratio Avg Win / Avg Loss | 1.118 | 1.4187 | 0.8784 | 0.9332 | 1.1656 | 0.7461 |
Largest Winning Trade | 102308 | 102308 | 31791 | 55391 | 55391 | 48979 |
Largest Losing Trade | -61780 | -21446 | -61780 | -87516 | -46187 | -87516 |
Avg Bars in Trades | 83 | 70 | 96 | 83 | 70 | 96 |
Avg Bars in Winners | 82 | 62 | 99 | 82 | 62 | 99 |
Avg Bars in Losers | 84 | 77 | 93 | 84 | 77 | 93 |
Bars Traded | 24712 | 10371 | 14341 | 24712 | 10371 | 14341 |
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 | 349147 | -43737 | -79754 | -244465 | -249638 | -309321 |
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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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