Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216674.3886 | 101731.0482 | 114943.3404 | 517825.3267 | 247984.071 | 269841.2557 |
Total P&L (%) | 216.6744 | 101.731 | 114.9433 | 517.8253 | 247.9841 | 269.8413 |
Avg Daily Profit (%) | 0.832 | 0.3906 | 0.4414 | 0.7017 | 0.48 | 0.5035 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28925 | -25782 | -32053 | -149828 | -112853 | -79507 |
Profit Factor | 1.6271 | 1.5911 | 1.6629 | 1.5627 | 1.5293 | 1.5974 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 106 | 57 | 49 | 106 | 57 | 49 |
Losing Trades | 108 | 50 | 58 | 108 | 50 | 58 |
Profitability (%) | 49.5327 | 53.271 | 45.7944 | 49.5327 | 53.271 | 45.7944 |
Ratio Avg Win / Avg Loss | 1.6578 | 1.3957 | 1.9683 | 1.5922 | 1.3415 | 1.8908 |
Largest Winning Trade | 19858 | 18360 | 19858 | 67089 | 67089 | 65028 |
Largest Losing Trade | -17049 | -14244 | -17049 | -46999 | -37877 | -46999 |
Avg Bars in Trades | 115 | 124 | 106 | 115 | 124 | 106 |
Avg Bars in Winners | 152 | 157 | 147 | 152 | 157 | 147 |
Avg Bars in Losers | 78 | 85 | 71 | 78 | 85 | 71 |
Bars Traded | 24645 | 13284 | 11361 | 24645 | 13284 | 11361 |
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 | 554421 | 355403 | 343202 | 528096 | 369306 | 357370 |
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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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