Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 200203.4527 | 95854.4264 | 104349.0263 | 334961.0128 | 155463.8842 | 179497.1286 |
Total P&L (%) | 200.2035 | 95.8544 | 104.349 | 334.961 | 155.4639 | 179.4971 |
Avg Daily Profit (%) | 0.3844 | 0.184 | 0.2004 | 0.2827 | 0.1802 | 0.1975 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44472 | -41018 | -39886 | -282574 | -234738 | -197525 |
Profit Factor | 1.3878 | 1.3847 | 1.3906 | 1.1575 | 1.1509 | 1.1636 |
Total Trades | 285 | 142 | 143 | 285 | 142 | 143 |
Winning Trades | 135 | 65 | 70 | 135 | 65 | 70 |
Losing Trades | 150 | 77 | 73 | 150 | 77 | 73 |
Profitability (%) | 47.3684 | 45.7746 | 48.951 | 47.3684 | 45.7746 | 48.951 |
Ratio Avg Win / Avg Loss | 1.542 | 1.6403 | 1.4502 | 1.2861 | 1.3634 | 1.2134 |
Largest Winning Trade | 31477 | 31477 | 23263 | 110294 | 110294 | 96854 |
Largest Losing Trade | -18249 | -18249 | -12760 | -99669 | -99669 | -75896 |
Avg Bars in Trades | 86 | 82 | 90 | 86 | 82 | 90 |
Avg Bars in Winners | 122 | 114 | 128 | 122 | 114 | 128 |
Avg Bars in Losers | 55 | 55 | 54 | 55 | 55 | 54 |
Bars Traded | 24753 | 11759 | 12994 | 24753 | 11759 | 12994 |
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 | 389767 | 245057 | 255949 | -39104 | -49443 | -34147 |
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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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