Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186495.6657 | 85726.3896 | 100769.2761 | 302563.8901 | 100961.9684 | 201601.9217 |
Total P&L (%) | 186.4957 | 85.7264 | 100.7693 | 302.5639 | 100.962 | 201.6019 |
Avg Daily Profit (%) | 0.3581 | 0.1646 | 0.1935 | 0.2678 | 0.1341 | 0.2122 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43938 | -39678 | -23983 | -201656 | -175568 | -118388 |
Profit Factor | 1.4396 | 1.4153 | 1.4628 | 1.2347 | 1.1547 | 1.3167 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 107 | 49 | 58 | 107 | 49 | 58 |
Losing Trades | 134 | 71 | 63 | 134 | 71 | 63 |
Profitability (%) | 44.3983 | 40.8333 | 47.9339 | 44.3983 | 40.8333 | 47.9339 |
Ratio Avg Win / Avg Loss | 1.8029 | 2.0507 | 1.5889 | 1.5462 | 1.6731 | 1.4302 |
Largest Winning Trade | 31386 | 31386 | 26117 | 105268 | 105268 | 94896 |
Largest Losing Trade | -15708 | -15708 | -10527 | -70149 | -70149 | -45089 |
Avg Bars in Trades | 102 | 104 | 100 | 102 | 104 | 100 |
Avg Bars in Winners | 142 | 147 | 137 | 142 | 147 | 137 |
Avg Bars in Losers | 71 | 74 | 67 | 71 | 74 | 67 |
Bars Traded | 24732 | 12517 | 12215 | 24732 | 12517 | 12215 |
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 | 343235 | 174557 | 293394 | 270352 | -67625 | 227010 |
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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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