Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115855.0985 | 60228.4326 | 55626.6659 | 141035.8994 | 119892.4306 | 21143.4688 |
Total P&L (%) | 115.8551 | 60.2284 | 55.6267 | 141.0359 | 119.8924 | 21.1435 |
Avg Daily Profit (%) | 0.4449 | 0.2313 | 0.2136 | 0.3384 | 0.303 | 0.0737 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30340 | -19603 | -31345 | -87368 | -47933 | -94068 |
Profit Factor | 1.3724 | 1.3841 | 1.3606 | 1.2012 | 1.3596 | 1.0575 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 99 | 53 | 46 | 99 | 53 | 46 |
Losing Trades | 109 | 51 | 58 | 109 | 51 | 58 |
Profitability (%) | 47.5962 | 50.9615 | 44.2308 | 47.5962 | 50.9615 | 44.2308 |
Ratio Avg Win / Avg Loss | 1.511 | 1.3318 | 1.7155 | 1.3225 | 1.3083 | 1.3334 |
Largest Winning Trade | 30036 | 30036 | 19928 | 64646 | 64646 | 37633 |
Largest Losing Trade | -11327 | -10352 | -11327 | -31033 | -21020 | -31033 |
Avg Bars in Trades | 118 | 118 | 119 | 118 | 118 | 119 |
Avg Bars in Winners | 143 | 132 | 154 | 143 | 132 | 154 |
Avg Bars in Losers | 97 | 103 | 91 | 97 | 103 | 91 |
Bars Traded | 24744 | 12303 | 12441 | 24744 | 12303 | 12441 |
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 | 363961 | 226312 | 159408 | 253525 | 266463 | -261883 |
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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) |
---|