Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267044.4172 | 113766.6905 | 153277.7268 | 750285.1382 | 226056.0118 | 524229.1264 |
Total P&L (%) | 267.0444 | 113.7667 | 153.2777 | 750.2851 | 226.056 | 524.2291 |
Avg Daily Profit (%) | 0.5127 | 0.2184 | 0.2943 | 0.4118 | 0.2272 | 0.3522 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42477 | -40318 | -33484 | -525134 | -450647 | -255327 |
Profit Factor | 1.6149 | 1.5466 | 1.6779 | 1.2747 | 1.1644 | 1.3864 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 130 | 63 | 67 | 130 | 63 | 67 |
Losing Trades | 122 | 63 | 59 | 122 | 63 | 59 |
Profitability (%) | 51.5873 | 50 | 53.1746 | 51.5873 | 50 | 53.1746 |
Ratio Avg Win / Avg Loss | 1.5156 | 1.5466 | 1.4775 | 1.1963 | 1.1644 | 1.2209 |
Largest Winning Trade | 27321 | 22658 | 27321 | 181043 | 181043 | 125895 |
Largest Losing Trade | -22493 | -20410 | -22493 | -219575 | -219575 | -173696 |
Avg Bars in Trades | 97 | 100 | 95 | 97 | 100 | 95 |
Avg Bars in Winners | 107 | 112 | 103 | 107 | 112 | 103 |
Avg Bars in Losers | 87 | 87 | 86 | 87 | 87 | 86 |
Bars Traded | 24675 | 12615 | 12060 | 24675 | 12615 | 12060 |
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 | 515034 | 348908 | 364229 | 386375 | -32591 | 344665 |
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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) |
---|