Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210015.5869 | 114786.7577 | 95228.8292 | 358433.7593 | 206793.5499 | 151640.2094 |
Total P&L (%) | 210.0156 | 114.7868 | 95.2288 | 358.4338 | 206.7936 | 151.6402 |
Avg Daily Profit (%) | 0.8065 | 0.4408 | 0.3657 | 0.5864 | 0.4314 | 0.355 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54828 | -47129 | -38109 | -82205 | -65654 | -54568 |
Profit Factor | 1.4441 | 1.4841 | 1.4039 | 1.4232 | 1.4903 | 1.3567 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 111 | 53 | 58 | 111 | 53 | 58 |
Losing Trades | 155 | 80 | 75 | 155 | 80 | 75 |
Profitability (%) | 41.7293 | 39.8496 | 43.609 | 41.7293 | 39.8496 | 43.609 |
Ratio Avg Win / Avg Loss | 2.0166 | 2.2402 | 1.8154 | 1.9874 | 2.2495 | 1.7543 |
Largest Winning Trade | 60813 | 60813 | 17755 | 152757 | 152757 | 55573 |
Largest Losing Trade | -11740 | -10125 | -11740 | -27381 | -21482 | -27381 |
Avg Bars in Trades | 92 | 87 | 97 | 92 | 87 | 97 |
Avg Bars in Winners | 138 | 131 | 145 | 138 | 131 | 145 |
Avg Bars in Losers | 59 | 58 | 61 | 59 | 58 | 61 |
Bars Traded | 24665 | 11656 | 13009 | 24665 | 11656 | 13009 |
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 | 417970 | 232377 | 244243 | 347446 | 230845 | 230570 |
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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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