Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74268.4536 | 45685.5024 | 28582.9512 | 45055.5266 | 41136.342 | 3919.1846 |
Total P&L (%) | 74.2685 | 45.6855 | 28.583 | 45.0555 | 41.1363 | 3.9192 |
Avg Daily Profit (%) | 0.8555 | 0.5263 | 0.3293 | 0.4294 | 0.3977 | 0.0443 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80626 | -43176 | -46420 | -60091 | -33322 | -35196 |
Profit Factor | 1.3598 | 1.4395 | 1.279 | 1.2932 | 1.538 | 1.0508 |
Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
Winning Trades | 100 | 49 | 51 | 100 | 49 | 51 |
Losing Trades | 129 | 66 | 63 | 129 | 66 | 63 |
Profitability (%) | 43.6681 | 42.6087 | 44.7368 | 43.6681 | 42.6087 | 44.7368 |
Ratio Avg Win / Avg Loss | 1.7541 | 1.9389 | 1.5799 | 1.6683 | 2.0715 | 1.298 |
Largest Winning Trade | 77006 | 77006 | 55270 | 65343 | 65343 | 30205 |
Largest Losing Trade | -11439 | -4801 | -11439 | -10021 | -4543 | -10021 |
Avg Bars in Trades | 107 | 109 | 105 | 107 | 109 | 105 |
Avg Bars in Winners | 106 | 108 | 104 | 106 | 108 | 104 |
Avg Bars in Losers | 108 | 110 | 106 | 108 | 110 | 106 |
Bars Traded | 24626 | 12585 | 12041 | 24626 | 12585 | 12041 |
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 | 401299 | 214141 | 83184 | 207061 | 181692 | -468445 |
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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) |
---|