Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109152.8217 | 44019.2055 | 65133.6162 | 103077.9517 | 14164.6084 | 88913.3432 |
Total P&L (%) | 109.1528 | 44.0192 | 65.1336 | 103.078 | 14.1646 | 88.9133 |
Avg Daily Profit (%) | 0.2096 | 0.0845 | 0.1251 | 0.1361 | 0.0254 | 0.1222 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57150 | -41354 | -37396 | -76185 | -68752 | -43042 |
Profit Factor | 1.2697 | 1.2093 | 1.335 | 1.1727 | 1.0444 | 1.3204 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Losing Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Profitability (%) | 55.794 | 55.5556 | 56.0345 | 55.794 | 55.5556 | 56.0345 |
Ratio Avg Win / Avg Loss | 1.006 | 0.9674 | 1.0475 | 0.9292 | 0.8355 | 1.036 |
Largest Winning Trade | 17926 | 17347 | 17926 | 33005 | 33005 | 31850 |
Largest Losing Trade | -17350 | -14855 | -17350 | -25728 | -25728 | -23230 |
Avg Bars in Trades | 105 | 105 | 105 | 105 | 105 | 105 |
Avg Bars in Winners | 96 | 94 | 98 | 96 | 94 | 98 |
Avg Bars in Losers | 117 | 120 | 114 | 117 | 120 | 114 |
Bars Traded | 24588 | 12373 | 12215 | 24588 | 12373 | 12215 |
Profit Streak | 0 | 0 | 1.7118 | 0 | 0 | 1.7118 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324110 | -84210 | -28453 | -42127 | -368592 | -32014 |
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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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