Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397799.4796 | 318524.0961 | 79275.3835 | 286293.2066 | 233427.8069 | 52865.3997 |
Total P&L (%) | 397.7995 | 318.5241 | 79.2754 | 286.2932 | 233.4278 | 52.8654 |
Avg Daily Profit (%) | 0.2247 | 0.1799 | 0.0448 | 0.0764 | 0.068 | 0.024 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116717 | -73168 | -113660 | -197838 | -130945 | -159765 |
Profit Factor | 1.537 | 1.9243 | 1.2001 | 1.2548 | 1.4515 | 1.0871 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Losing Trades | 126 | 65 | 61 | 126 | 65 | 61 |
Profitability (%) | 43.2432 | 41.4414 | 45.045 | 43.2432 | 41.4414 | 45.045 |
Ratio Avg Win / Avg Loss | 2.0173 | 2.7191 | 1.4641 | 1.6469 | 2.051 | 1.3263 |
Largest Winning Trade | 155578 | 155578 | 68434 | 90576 | 72773 | 90576 |
Largest Losing Trade | -61865 | -25972 | -61865 | -113577 | -65766 | -113577 |
Avg Bars in Trades | 47 | 43 | 50 | 47 | 43 | 50 |
Avg Bars in Winners | 73 | 72 | 73 | 73 | 72 | 73 |
Avg Bars in Losers | 26 | 23 | 30 | 26 | 23 | 30 |
Bars Traded | 10437 | 4882 | 5555 | 10437 | 4882 | 5555 |
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 | 324343 | 270588 | -135812 | -91530 | -103542 | -288833 |
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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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