Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228136.5459 | 184360.8286 | 43775.7172 | 208241.5048 | 205545.8662 | 2695.6386 |
Total P&L (%) | 228.1365 | 184.3608 | 43.7757 | 208.2415 | 205.5459 | 2.6956 |
Avg Daily Profit (%) | 2.628 | 2.1237 | 0.5043 | 1.3052 | 1.295 | 0.0306 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72986 | -27104 | -51767 | -57580 | -19970 | -39920 |
Profit Factor | 1.8164 | 3.0525 | 1.2308 | 2.0465 | 4.3415 | 1.0196 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 134 | 70 | 64 | 134 | 70 | 64 |
Losing Trades | 134 | 64 | 70 | 134 | 64 | 70 |
Profitability (%) | 50 | 52.2388 | 47.7612 | 50 | 52.2388 | 47.7612 |
Ratio Avg Win / Avg Loss | 1.8164 | 2.7909 | 1.3462 | 2.0465 | 3.9694 | 1.1152 |
Largest Winning Trade | 191918 | 191918 | 75526 | 215847 | 215847 | 48393 |
Largest Losing Trade | -14145 | -5940 | -14145 | -15165 | -4823 | -15165 |
Avg Bars in Trades | 91 | 41 | 141 | 91 | 41 | 141 |
Avg Bars in Winners | 97 | 37 | 162 | 97 | 37 | 162 |
Avg Bars in Losers | 85 | 45 | 123 | 85 | 45 | 123 |
Bars Traded | 24554 | 5527 | 19027 | 24554 | 5527 | 19027 |
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 | 620541 | 643480 | 179287 | 595194 | 680886 | -519696 |
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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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