Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192434.5258 | 122238.0229 | 70196.5029 | 288697.0457 | 152452.6206 | 136244.4252 |
Total P&L (%) | 192.4345 | 122.238 | 70.1965 | 288.697 | 152.4526 | 136.2444 |
Avg Daily Profit (%) | 0.4819 | 0.3061 | 0.1758 | 0.3406 | 0.2322 | 0.2155 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61206 | -42784 | -29196 | -169167 | -119594 | -98377 |
Profit Factor | 1.4376 | 1.5433 | 1.3268 | 1.3351 | 1.34 | 1.3299 |
Total Trades | 271 | 135 | 136 | 271 | 135 | 136 |
Winning Trades | 123 | 56 | 67 | 123 | 56 | 67 |
Losing Trades | 148 | 79 | 69 | 148 | 79 | 69 |
Profitability (%) | 45.3875 | 41.4815 | 49.2647 | 45.3875 | 41.4815 | 49.2647 |
Ratio Avg Win / Avg Loss | 1.7297 | 2.1771 | 1.3664 | 1.6065 | 1.8903 | 1.3695 |
Largest Winning Trade | 63372 | 63372 | 25322 | 86012 | 86012 | 54482 |
Largest Losing Trade | -13683 | -12416 | -13683 | -50828 | -39688 | -50828 |
Avg Bars in Trades | 69 | 65 | 73 | 69 | 65 | 73 |
Avg Bars in Winners | 86 | 84 | 88 | 86 | 84 | 88 |
Avg Bars in Losers | 55 | 52 | 59 | 55 | 52 | 59 |
Bars Traded | 18893 | 8896 | 9997 | 18893 | 8896 | 9997 |
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 | 386478 | 242864 | 224196 | 320452 | 175386 | 237091 |
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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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