Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 188109.4815 | 112029.7172 | 76079.7643 | 301205.2436 | 215418.705 | 85786.5386 |
Total P&L (%) | 188.1095 | 112.0297 | 76.0798 | 301.2052 | 215.4187 | 85.7865 |
Avg Daily Profit (%) | 0.3612 | 0.2151 | 0.1461 | 0.2671 | 0.2208 | 0.119 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63041 | -34568 | -55931 | -362740 | -203215 | -284042 |
Profit Factor | 1.4161 | 1.4761 | 1.351 | 1.1784 | 1.2387 | 1.1091 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 121 | 62 | 59 | 121 | 62 | 59 |
Losing Trades | 134 | 65 | 69 | 134 | 65 | 69 |
Profitability (%) | 47.451 | 48.8189 | 46.0938 | 47.451 | 48.8189 | 46.0938 |
Ratio Avg Win / Avg Loss | 1.5682 | 1.5476 | 1.5799 | 1.305 | 1.2986 | 1.2971 |
Largest Winning Trade | 30522 | 30522 | 23315 | 110479 | 110479 | 79928 |
Largest Losing Trade | -19594 | -19594 | -12715 | -95692 | -95692 | -58237 |
Avg Bars in Trades | 96 | 93 | 99 | 96 | 93 | 99 |
Avg Bars in Winners | 131 | 124 | 139 | 131 | 124 | 139 |
Avg Bars in Losers | 64 | 64 | 65 | 64 | 64 | 65 |
Bars Traded | 24584 | 11850 | 12734 | 24584 | 11850 | 12734 |
Profit Streak | 0 | 4.7581 | 0 | 0 | 4.7581 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384377 | 333563 | 41868 | -16329 | 243085 | -136910 |
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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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