Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 319331.365 | 210225.7157 | 109105.6494 | 511584.1305 | 410454.3866 | 101129.7439 |
Total P&L (%) | 319.3314 | 210.2257 | 109.1056 | 511.5841 | 410.4544 | 101.1297 |
Avg Daily Profit (%) | 0.3066 | 0.2018 | 0.1047 | 0.174 | 0.1566 | 0.0671 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110242 | -100749 | -44588 | -410516 | -214776 | -291418 |
Profit Factor | 1.4912 | 1.5883 | 1.3727 | 1.2919 | 1.4364 | 1.1245 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 104 | 47 | 57 | 104 | 47 | 57 |
Losing Trades | 134 | 72 | 62 | 134 | 72 | 62 |
Profitability (%) | 43.6975 | 39.4958 | 47.8992 | 43.6975 | 39.4958 | 47.8992 |
Ratio Avg Win / Avg Loss | 1.9214 | 2.4331 | 1.4931 | 1.6645 | 2.2004 | 1.2231 |
Largest Winning Trade | 84363 | 84363 | 26496 | 273538 | 273538 | 124412 |
Largest Losing Trade | -23388 | -17702 | -23388 | -203371 | -110793 | -203371 |
Avg Bars in Trades | 103 | 107 | 99 | 103 | 107 | 99 |
Avg Bars in Winners | 139 | 147 | 132 | 139 | 147 | 132 |
Avg Bars in Losers | 76 | 82 | 69 | 76 | 82 | 69 |
Bars Traded | 24710 | 12849 | 11861 | 24710 | 12849 | 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 | 348832 | 225738 | -53671 | 279186 | 178406 | -187959 |
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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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