Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115524.8142 | 30690.2174 | 84834.5968 | 120928.1373 | 49603.3026 | 71324.8347 |
Total P&L (%) | 115.5248 | 30.6902 | 84.8346 | 120.9281 | 49.6033 | 71.3248 |
Avg Daily Profit (%) | 0.4436 | 0.1178 | 0.3258 | 0.3048 | 0.1548 | 0.207 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61846 | -57548 | -23986 | -50005 | -46025 | -33548 |
Profit Factor | 1.2498 | 1.1252 | 1.3903 | 1.2553 | 1.2026 | 1.3117 |
Total Trades | 267 | 134 | 133 | 267 | 134 | 133 |
Winning Trades | 126 | 66 | 60 | 126 | 66 | 60 |
Losing Trades | 141 | 68 | 73 | 141 | 68 | 73 |
Profitability (%) | 47.191 | 49.2537 | 45.1128 | 47.191 | 49.2537 | 45.1128 |
Ratio Avg Win / Avg Loss | 1.3985 | 1.1593 | 1.6916 | 1.4047 | 1.239 | 1.5959 |
Largest Winning Trade | 25206 | 25206 | 22115 | 22569 | 22569 | 22101 |
Largest Losing Trade | -14425 | -14425 | -12211 | -13809 | -13809 | -13432 |
Avg Bars in Trades | 92 | 93 | 90 | 92 | 93 | 90 |
Avg Bars in Winners | 119 | 117 | 121 | 119 | 117 | 121 |
Avg Bars in Losers | 68 | 70 | 66 | 68 | 70 | 66 |
Bars Traded | 24668 | 12566 | 12102 | 24668 | 12566 | 12102 |
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 | 302002 | -123456 | 250036 | 260521 | 124922 | 196184 |
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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) |
---|