Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414535.6102 | 289216.3966 | 125319.2135 | 392517.8973 | 290094.4714 | 102423.4259 |
Total P&L (%) | 414.5356 | 289.2164 | 125.3192 | 392.5179 | 290.0945 | 102.4234 |
Avg Daily Profit (%) | 0.4075 | 0.2843 | 0.1232 | 0.1568 | 0.1339 | 0.0693 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70765 | -112367 | -102866 | -278852 | -322392 | -254889 |
Profit Factor | 1.4469 | 1.6147 | 1.2742 | 1.1885 | 1.2725 | 1.1007 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 100 | 45 | 55 | 100 | 45 | 55 |
Losing Trades | 119 | 65 | 54 | 119 | 65 | 54 |
Profitability (%) | 45.6621 | 40.9091 | 50.4587 | 45.6621 | 40.9091 | 50.4587 |
Ratio Avg Win / Avg Loss | 1.7218 | 2.3323 | 1.251 | 1.4143 | 1.838 | 1.0807 |
Largest Winning Trade | 174783 | 174783 | 34540 | 264178 | 264178 | 96371 |
Largest Losing Trade | -36488 | -32553 | -36488 | -184062 | -86310 | -184062 |
Avg Bars in Trades | 54 | 57 | 51 | 54 | 57 | 51 |
Avg Bars in Winners | 65 | 68 | 63 | 65 | 68 | 63 |
Avg Bars in Losers | 45 | 48 | 40 | 45 | 48 | 40 |
Bars Traded | 11940 | 6280 | 5660 | 11940 | 6280 | 5660 |
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 | 394063 | 273647 | -28839 | -6448 | -17052 | -210347 |
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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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