Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151389.2404 | 78946.2082 | 72443.0322 | 186081.577 | 89760.7881 | 96320.7889 |
Total P&L (%) | 151.3892 | 78.9462 | 72.443 | 186.0816 | 89.7608 | 96.3208 |
Avg Daily Profit (%) | 0.5813 | 0.3032 | 0.2782 | 0.4044 | 0.2463 | 0.2594 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64925 | -58717 | -44850 | -122204 | -112850 | -85301 |
Profit Factor | 1.3579 | 1.3523 | 1.3642 | 1.2266 | 1.2087 | 1.2463 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 88 | 45 | 43 | 88 | 45 | 43 |
Losing Trades | 126 | 62 | 64 | 126 | 62 | 64 |
Profitability (%) | 41.1215 | 42.0561 | 40.1869 | 41.1215 | 42.0561 | 40.1869 |
Ratio Avg Win / Avg Loss | 1.9443 | 1.8631 | 2.0305 | 1.7563 | 1.6654 | 1.8549 |
Largest Winning Trade | 39177 | 39177 | 26064 | 75868 | 75868 | 45040 |
Largest Losing Trade | -13307 | -13307 | -10108 | -27244 | -24276 | -27244 |
Avg Bars in Trades | 114 | 121 | 107 | 114 | 121 | 107 |
Avg Bars in Winners | 171 | 175 | 168 | 171 | 175 | 168 |
Avg Bars in Losers | 73 | 82 | 65 | 73 | 82 | 65 |
Bars Traded | 24440 | 12974 | 11466 | 24440 | 12974 | 11466 |
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 | 313233 | 189467 | 158246 | 229922 | 140395 | 126504 |
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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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