Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 157062.8182 | 71072.7236 | 85990.0947 | 214403.2899 | 115400.0655 | 99003.2245 |
Total P&L (%) | 157.0628 | 71.0727 | 85.9901 | 214.4033 | 115.4001 | 99.0032 |
Avg Daily Profit (%) | 0.6031 | 0.2729 | 0.3302 | 0.4408 | 0.2951 | 0.2646 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43205 | -45261 | -24896 | -84803 | -52881 | -63669 |
Profit Factor | 1.3863 | 1.3385 | 1.4374 | 1.3591 | 1.3859 | 1.3322 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Losing Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Profitability (%) | 41.0569 | 40.6504 | 41.4634 | 41.0569 | 40.6504 | 41.4634 |
Ratio Avg Win / Avg Loss | 1.9903 | 1.9542 | 2.0293 | 1.9512 | 2.0234 | 1.8807 |
Largest Winning Trade | 48816 | 48816 | 31196 | 40635 | 40635 | 31258 |
Largest Losing Trade | -10066 | -10066 | -8584 | -28030 | -14087 | -28030 |
Avg Bars in Trades | 99 | 101 | 97 | 99 | 101 | 97 |
Avg Bars in Winners | 164 | 170 | 158 | 164 | 170 | 158 |
Avg Bars in Losers | 55 | 54 | 55 | 55 | 54 | 55 |
Bars Traded | 24581 | 12533 | 12048 | 24581 | 12533 | 12048 |
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 | 331301 | 158952 | 209733 | 275377 | 176204 | 166392 |
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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) |
---|