Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144441.4761 | 106717.444 | 37724.0321 | 111525.7029 | 113869.5863 | -2343.8834 |
Total P&L (%) | 144.4415 | 106.7174 | 37.724 | 111.5257 | 113.8696 | -2.3439 |
Avg Daily Profit (%) | 1.6639 | 1.2293 | 0.4346 | 0.8667 | 0.8795 | -0.0273 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76207 | -43958 | -36224 | -67941 | -38533 | -33428 |
Profit Factor | 1.4806 | 1.7839 | 1.2294 | 1.3983 | 1.9572 | 0.9854 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 130 | 61 | 69 | 130 | 61 | 69 |
Losing Trades | 222 | 115 | 107 | 222 | 115 | 107 |
Profitability (%) | 36.9318 | 34.6591 | 39.2045 | 36.9318 | 34.6591 | 39.2045 |
Ratio Avg Win / Avg Loss | 2.5284 | 3.3631 | 1.9065 | 2.3879 | 3.6897 | 1.5282 |
Largest Winning Trade | 124237 | 124237 | 68142 | 121432 | 121432 | 39611 |
Largest Losing Trade | -9003 | -6259 | -9003 | -15437 | -3881 | -15437 |
Avg Bars in Trades | 70 | 68 | 72 | 70 | 68 | 72 |
Avg Bars in Winners | 109 | 102 | 116 | 109 | 102 | 116 |
Avg Bars in Losers | 47 | 51 | 43 | 47 | 51 | 43 |
Bars Traded | 24812 | 12122 | 12691 | 24812 | 12122 | 12691 |
Profit Streak | 0 | 1.4605 | 0 | 0 | 1.4605 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381938 | 245301 | 78714 | 338927 | 256409 | -583778 |
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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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