Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 122659.1734 | 49781.8962 | 72877.2772 | 155436.1746 | 86494.0917 | 68942.0829 |
Total P&L (%) | 122.6592 | 49.7819 | 72.8773 | 155.4362 | 86.4941 | 68.9421 |
Avg Daily Profit (%) | 0.471 | 0.1912 | 0.2798 | 0.3608 | 0.2396 | 0.2016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31989 | -30781 | -20853 | -51339 | -40114 | -29008 |
Profit Factor | 1.3664 | 1.3135 | 1.4143 | 1.2779 | 1.3271 | 1.2338 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Losing Trades | 124 | 63 | 61 | 124 | 63 | 61 |
Profitability (%) | 42.8571 | 42.2018 | 43.5185 | 42.8571 | 42.2018 | 43.5185 |
Ratio Avg Win / Avg Loss | 1.8219 | 1.7989 | 1.8355 | 1.7039 | 1.8176 | 1.6013 |
Largest Winning Trade | 31739 | 31739 | 19296 | 42490 | 42490 | 23014 |
Largest Losing Trade | -7511 | -7446 | -7511 | -17785 | -15788 | -17785 |
Avg Bars in Trades | 114 | 113 | 115 | 114 | 113 | 115 |
Avg Bars in Winners | 182 | 180 | 184 | 182 | 180 | 184 |
Avg Bars in Losers | 63 | 64 | 62 | 63 | 64 | 62 |
Bars Traded | 24827 | 12352 | 12475 | 24827 | 12352 | 12475 |
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 | 306032 | 100003 | 216503 | 252635 | 166609 | 150175 |
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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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