Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202408.6472 | 94582.7319 | 107825.9153 | 316237.823 | 139664.6554 | 176573.1676 |
Total P&L (%) | 202.4086 | 94.5827 | 107.8259 | 316.2378 | 139.6647 | 176.5732 |
Avg Daily Profit (%) | 0.3886 | 0.1816 | 0.207 | 0.2742 | 0.168 | 0.1955 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42048 | -54696 | -32794 | -124906 | -169557 | -89380 |
Profit Factor | 1.3405 | 1.315 | 1.3666 | 1.2171 | 1.187 | 1.2487 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 121 | 58 | 63 | 121 | 58 | 63 |
Losing Trades | 161 | 83 | 78 | 161 | 83 | 78 |
Profitability (%) | 42.9078 | 41.1348 | 44.6809 | 42.9078 | 41.1348 | 44.6809 |
Ratio Avg Win / Avg Loss | 1.7837 | 1.8818 | 1.692 | 1.6194 | 1.6986 | 1.5461 |
Largest Winning Trade | 33895 | 33895 | 31491 | 73924 | 73924 | 47632 |
Largest Losing Trade | -14721 | -14721 | -9298 | -45402 | -45402 | -28579 |
Avg Bars in Trades | 87 | 88 | 87 | 87 | 88 | 87 |
Avg Bars in Winners | 139 | 142 | 136 | 139 | 142 | 136 |
Avg Bars in Losers | 49 | 51 | 47 | 49 | 51 | 47 |
Bars Traded | 24804 | 12505 | 12299 | 24804 | 12505 | 12299 |
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 | 317669 | 163927 | 232744 | 255292 | -10603 | 203274 |
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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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