Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140211.734 | 86669.5026 | 53542.2314 | 143596.4571 | 106747.6548 | 36848.8024 |
Total P&L (%) | 140.2117 | 86.6695 | 53.5422 | 143.5965 | 106.7477 | 36.8488 |
Avg Daily Profit (%) | 0.2692 | 0.1664 | 0.1028 | 0.1711 | 0.1396 | 0.0603 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88652 | -59960 | -40423 | -79955 | -48849 | -65037 |
Profit Factor | 1.3299 | 1.4207 | 1.2444 | 1.2776 | 1.4696 | 1.1271 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Losing Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Profitability (%) | 57.0681 | 57.2917 | 56.8421 | 57.0681 | 57.2917 | 56.8421 |
Ratio Avg Win / Avg Loss | 1.0004 | 1.059 | 0.9448 | 0.9612 | 1.0955 | 0.8558 |
Largest Winning Trade | 29772 | 29772 | 23211 | 25501 | 22986 | 25501 |
Largest Losing Trade | -24550 | -24550 | -22471 | -57612 | -24175 | -57612 |
Avg Bars in Trades | 128 | 134 | 122 | 128 | 134 | 122 |
Avg Bars in Winners | 107 | 108 | 106 | 107 | 108 | 106 |
Avg Bars in Losers | 155 | 168 | 143 | 155 | 168 | 143 |
Bars Traded | 24473 | 12880 | 11593 | 24473 | 12880 | 11593 |
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 | 353750 | 296412 | -58739 | 252075 | -5536 | -197325 |
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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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