Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100620.6986 | 32967.5031 | 67653.1956 | 110810.382 | 43698.4622 | 67111.9198 |
Total P&L (%) | 100.6207 | 32.9675 | 67.6532 | 110.8104 | 43.6985 | 67.1119 |
Avg Daily Profit (%) | 0.3864 | 0.1266 | 0.2598 | 0.2868 | 0.1393 | 0.1974 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38691 | -29279 | -31173 | -100806 | -80385 | -81406 |
Profit Factor | 1.3499 | 1.2103 | 1.5172 | 1.1786 | 1.1305 | 1.2349 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 104 | 50 | 54 | 104 | 50 | 54 |
Losing Trades | 121 | 62 | 59 | 121 | 62 | 59 |
Profitability (%) | 46.2222 | 44.6429 | 47.7876 | 46.2222 | 44.6429 | 47.7876 |
Ratio Avg Win / Avg Loss | 1.5706 | 1.5008 | 1.6577 | 1.3712 | 1.4019 | 1.3492 |
Largest Winning Trade | 31917 | 31917 | 23129 | 65063 | 65063 | 26746 |
Largest Losing Trade | -12419 | -8246 | -12419 | -28509 | -22930 | -28509 |
Avg Bars in Trades | 109 | 107 | 110 | 109 | 107 | 110 |
Avg Bars in Winners | 146 | 134 | 157 | 146 | 134 | 157 |
Avg Bars in Losers | 76 | 86 | 66 | 76 | 86 | 66 |
Bars Traded | 24545 | 12082 | 12463 | 24545 | 12082 | 12463 |
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 | 324969 | -29949 | 287590 | -17406 | -89633 | 164975 |
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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) |
---|