Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 488999.8692 | 371671.9775 | 117327.8917 | 288137.4504 | 45316.8507 | 242820.5997 |
Total P&L (%) | 488.9999 | 371.672 | 117.3279 | 288.1375 | 45.3169 | 242.8206 |
Avg Daily Profit (%) | 0.2793 | 0.2123 | 0.067 | 0.0775 | 0.0214 | 0.0704 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129658 | -148214 | -73651 | -284430 | -259713 | -170643 |
Profit Factor | 1.5145 | 1.6789 | 1.2911 | 1.1746 | 1.0457 | 1.3681 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Losing Trades | 95 | 50 | 45 | 95 | 50 | 45 |
Profitability (%) | 49.1979 | 46.8085 | 51.6129 | 49.1979 | 46.8085 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.5638 | 1.9078 | 1.2104 | 1.2129 | 1.1883 | 1.2826 |
Largest Winning Trade | 167500 | 167500 | 53676 | 134171 | 134171 | 129192 |
Largest Losing Trade | -48266 | -40193 | -48266 | -95705 | -95705 | -70662 |
Avg Bars in Trades | 110 | 115 | 105 | 110 | 115 | 105 |
Avg Bars in Winners | 132 | 139 | 126 | 132 | 139 | 126 |
Avg Bars in Losers | 88 | 93 | 82 | 88 | 93 | 82 |
Bars Traded | 20618 | 10834 | 9784 | 20618 | 10834 | 9784 |
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 | 412990 | 337050 | -103510 | -117296 | -337847 | -98531 |
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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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