Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 195797.6893 | 93662.9591 | 102134.7302 | 402738.5408 | 221011.9931 | 181726.5477 |
Total P&L (%) | 195.7977 | 93.663 | 102.1347 | 402.7385 | 221.012 | 181.7265 |
Avg Daily Profit (%) | 0.7519 | 0.3597 | 0.3922 | 0.622 | 0.4489 | 0.3985 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36850 | -33055 | -24250 | -93806 | -74674 | -66281 |
Profit Factor | 1.5123 | 1.4868 | 1.5383 | 1.5148 | 1.5792 | 1.4536 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 115 | 56 | 59 | 115 | 56 | 59 |
Losing Trades | 127 | 65 | 62 | 127 | 65 | 62 |
Profitability (%) | 47.5207 | 46.281 | 48.7603 | 47.5207 | 46.281 | 48.7603 |
Ratio Avg Win / Avg Loss | 1.6702 | 1.7257 | 1.6165 | 1.6729 | 1.833 | 1.5275 |
Largest Winning Trade | 24033 | 24033 | 16655 | 78336 | 78336 | 45285 |
Largest Losing Trade | -11938 | -10364 | -11938 | -37996 | -28734 | -37996 |
Avg Bars in Trades | 101 | 104 | 98 | 101 | 104 | 98 |
Avg Bars in Winners | 132 | 133 | 131 | 132 | 133 | 131 |
Avg Bars in Losers | 73 | 80 | 66 | 73 | 80 | 66 |
Bars Traded | 24522 | 12661 | 11861 | 24522 | 12661 | 11861 |
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 | 494530 | 296911 | 352956 | 455137 | 344687 | 336269 |
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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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