Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 196839.1603 | 87857.341 | 108981.8193 | 414071.0893 | 211715.4268 | 202355.6626 |
Total P&L (%) | 196.8392 | 87.8573 | 108.9818 | 414.0711 | 211.7154 | 202.3557 |
Avg Daily Profit (%) | 0.7559 | 0.3374 | 0.4185 | 0.6307 | 0.4375 | 0.4258 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27262 | -42809 | -23519 | -66254 | -85182 | -42775 |
Profit Factor | 1.5607 | 1.4505 | 1.6983 | 1.6289 | 1.569 | 1.7068 |
Total Trades | 275 | 137 | 138 | 275 | 137 | 138 |
Winning Trades | 111 | 53 | 58 | 111 | 53 | 58 |
Losing Trades | 164 | 84 | 80 | 164 | 84 | 80 |
Profitability (%) | 40.3636 | 38.6861 | 42.029 | 40.3636 | 38.6861 | 42.029 |
Ratio Avg Win / Avg Loss | 2.3058 | 2.299 | 2.3424 | 2.4067 | 2.4866 | 2.3542 |
Largest Winning Trade | 25082 | 21022 | 25082 | 73352 | 73352 | 53404 |
Largest Losing Trade | -10062 | -10062 | -7703 | -20568 | -20568 | -17911 |
Avg Bars in Trades | 90 | 91 | 88 | 90 | 91 | 88 |
Avg Bars in Winners | 140 | 148 | 133 | 140 | 148 | 133 |
Avg Bars in Losers | 56 | 56 | 56 | 56 | 56 | 56 |
Bars Traded | 24876 | 12598 | 12277 | 24876 | 12598 | 12277 |
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 | 412393 | 177252 | 288814 | 384534 | 234122 | 291650 |
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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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