Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124766.5068 | 37380.6104 | 87385.8963 | 146531.8003 | 79028.9908 | 67502.8095 |
Total P&L (%) | 124.7665 | 37.3806 | 87.3859 | 146.5318 | 79.029 | 67.5028 |
Avg Daily Profit (%) | 0.4791 | 0.1435 | 0.3356 | 0.3471 | 0.2239 | 0.1983 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46386 | -63519 | -20899 | -69397 | -52888 | -56587 |
Profit Factor | 1.3297 | 1.1959 | 1.4658 | 1.308 | 1.3723 | 1.2563 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 102 | 52 | 50 | 102 | 52 | 50 |
Losing Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Profitability (%) | 44.1558 | 44.8276 | 43.4783 | 44.1558 | 44.8276 | 43.4783 |
Ratio Avg Win / Avg Loss | 1.6817 | 1.4719 | 1.9055 | 1.6543 | 1.689 | 1.6331 |
Largest Winning Trade | 25319 | 25319 | 23246 | 42455 | 42455 | 29981 |
Largest Losing Trade | -16688 | -11239 | -16688 | -29728 | -14887 | -29728 |
Avg Bars in Trades | 107 | 111 | 103 | 107 | 111 | 103 |
Avg Bars in Winners | 145 | 148 | 142 | 145 | 148 | 142 |
Avg Bars in Losers | 77 | 81 | 73 | 77 | 81 | 73 |
Bars Traded | 24831 | 12923 | 11908 | 24831 | 12923 | 11908 |
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 | 321258 | -12522 | 245078 | 275867 | 209133 | 150743 |
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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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