Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166853.6386 | 62972.1152 | 103881.5234 | 260849.5842 | 78352.6941 | 182496.8901 |
Total P&L (%) | 166.8536 | 62.9721 | 103.8815 | 260.8496 | 78.3527 | 182.4969 |
Avg Daily Profit (%) | 0.6407 | 0.2418 | 0.3989 | 0.494 | 0.2224 | 0.3996 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34489 | -38288 | -22843 | -48883 | -80290 | -42783 |
Profit Factor | 1.4135 | 1.3002 | 1.5361 | 1.3779 | 1.218 | 1.5516 |
Total Trades | 269 | 134 | 135 | 269 | 134 | 135 |
Winning Trades | 103 | 50 | 53 | 103 | 50 | 53 |
Losing Trades | 166 | 84 | 82 | 166 | 84 | 82 |
Profitability (%) | 38.29 | 37.3134 | 39.2593 | 38.29 | 37.3134 | 39.2593 |
Ratio Avg Win / Avg Loss | 2.278 | 2.1843 | 2.3766 | 2.2207 | 2.0462 | 2.4005 |
Largest Winning Trade | 41859 | 41859 | 24836 | 70216 | 39723 | 70216 |
Largest Losing Trade | -10399 | -8710 | -10399 | -33752 | -26496 | -33752 |
Avg Bars in Trades | 92 | 93 | 91 | 92 | 93 | 91 |
Avg Bars in Winners | 155 | 165 | 146 | 155 | 165 | 146 |
Avg Bars in Losers | 53 | 50 | 55 | 53 | 50 | 55 |
Bars Traded | 24861 | 12549 | 12312 | 24861 | 12549 | 12312 |
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 | 314424 | 78411 | 222843 | 261452 | 71229 | 226456 |
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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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