Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118871.84 | 68403.6818 | 50468.1582 | 178085.1024 | 104980.6732 | 73104.4292 |
Total P&L (%) | 118.8718 | 68.4037 | 50.4682 | 178.0851 | 104.9807 | 73.1044 |
Avg Daily Profit (%) | 0.4565 | 0.2627 | 0.1938 | 0.3935 | 0.276 | 0.2109 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30047 | -21001 | -26996 | -45954 | -30597 | -40020 |
Profit Factor | 1.4498 | 1.4985 | 1.3972 | 1.4216 | 1.4877 | 1.3529 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 138 | 70 | 68 | 138 | 70 | 68 |
Losing Trades | 130 | 64 | 66 | 130 | 64 | 66 |
Profitability (%) | 51.4925 | 52.2388 | 50.7463 | 51.4925 | 52.2388 | 50.7463 |
Ratio Avg Win / Avg Loss | 1.3657 | 1.3701 | 1.3561 | 1.3392 | 1.3602 | 1.3131 |
Largest Winning Trade | 15328 | 15328 | 8961 | 29827 | 29827 | 21548 |
Largest Losing Trade | -13872 | -13872 | -10039 | -18061 | -18061 | -15917 |
Avg Bars in Trades | 92 | 87 | 96 | 92 | 87 | 96 |
Avg Bars in Winners | 96 | 87 | 105 | 96 | 87 | 105 |
Avg Bars in Losers | 87 | 87 | 87 | 87 | 87 | 87 |
Bars Traded | 24744 | 11776 | 12968 | 24744 | 11776 | 12968 |
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 | 396439 | 289554 | 196054 | 370864 | 295102 | 238464 |
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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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