Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227454.1945 | 136377.6604 | 91076.5341 | 485042.2431 | 332032.3849 | 153009.8582 |
Total P&L (%) | 227.4542 | 136.3777 | 91.0765 | 485.0422 | 332.0324 | 153.0099 |
Avg Daily Profit (%) | 0.4367 | 0.2618 | 0.1749 | 0.3397 | 0.2814 | 0.1784 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40687 | -51133 | -16915 | -132205 | -156157 | -81777 |
Profit Factor | 1.5997 | 1.682 | 1.508 | 1.4667 | 1.5885 | 1.322 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Losing Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Profitability (%) | 46.7005 | 46.9388 | 46.4646 | 46.7005 | 46.9388 | 46.4646 |
Ratio Avg Win / Avg Loss | 1.8258 | 1.9014 | 1.7375 | 1.6739 | 1.7957 | 1.5232 |
Largest Winning Trade | 35978 | 35978 | 23081 | 116640 | 116640 | 61568 |
Largest Losing Trade | -13682 | -10482 | -13682 | -51820 | -44292 | -51820 |
Avg Bars in Trades | 126 | 122 | 129 | 126 | 122 | 129 |
Avg Bars in Winners | 180 | 175 | 185 | 180 | 175 | 185 |
Avg Bars in Losers | 78 | 75 | 81 | 78 | 75 | 81 |
Bars Traded | 24828 | 11970 | 12858 | 24828 | 11970 | 12858 |
Profit Streak | 0 | 12.2819 | 0 | 0 | 12.2819 | 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 | 426617 | 373273 | 274991 | 367509 | 371057 | 235153 |
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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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