Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163542.2801 | 100309.2874 | 63232.9926 | 78225.176 | 49250.0018 | 28975.1742 |
Total P&L (%) | 163.5423 | 100.3093 | 63.233 | 78.2252 | 49.25 | 28.9752 |
Avg Daily Profit (%) | 0.314 | 0.1926 | 0.1214 | 0.111 | 0.0769 | 0.0489 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97470 | -90714 | -67485 | -182253 | -163254 | -123743 |
Profit Factor | 1.2436 | 1.3172 | 1.1781 | 1.0823 | 1.1064 | 1.0595 |
Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Winning Trades | 117 | 55 | 62 | 117 | 55 | 62 |
Losing Trades | 122 | 64 | 58 | 122 | 64 | 58 |
Profitability (%) | 48.954 | 46.2185 | 51.6667 | 48.954 | 46.2185 | 51.6667 |
Ratio Avg Win / Avg Loss | 1.2968 | 1.5328 | 1.1021 | 1.1286 | 1.2874 | 0.9911 |
Largest Winning Trade | 36495 | 36495 | 31063 | 46626 | 46626 | 46401 |
Largest Losing Trade | -48183 | -21672 | -48183 | -64509 | -45488 | -64509 |
Avg Bars in Trades | 102 | 102 | 103 | 102 | 102 | 103 |
Avg Bars in Winners | 105 | 109 | 101 | 105 | 109 | 101 |
Avg Bars in Losers | 100 | 96 | 104 | 100 | 96 | 104 |
Bars Traded | 24554 | 12187 | 12367 | 24554 | 12187 | 12367 |
Profit Streak | 0 | 10.0854 | 0 | 0 | 10.0854 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309953 | 292400 | -56599 | -174460 | -195896 | -288190 |
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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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