Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252589.4657 | 152855.0353 | 99734.4305 | 657289.7334 | 517927.0243 | 139362.709 |
Total P&L (%) | 252.5895 | 152.855 | 99.7344 | 657.2897 | 517.927 | 139.3627 |
Avg Daily Profit (%) | 0.485 | 0.2935 | 0.1915 | 0.3895 | 0.3503 | 0.1677 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32023 | -44574 | -32284 | -141118 | -198455 | -242950 |
Profit Factor | 1.6248 | 1.7152 | 1.5234 | 1.3859 | 1.6003 | 1.1658 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 101 | 48 | 53 | 101 | 48 | 53 |
Losing Trades | 111 | 58 | 53 | 111 | 58 | 53 |
Profitability (%) | 47.6415 | 45.283 | 50 | 47.6415 | 45.283 | 50 |
Ratio Avg Win / Avg Loss | 1.7857 | 2.0725 | 1.5234 | 1.5231 | 1.9337 | 1.1658 |
Largest Winning Trade | 32860 | 32860 | 22015 | 143275 | 143275 | 86521 |
Largest Losing Trade | -12561 | -10411 | -12561 | -58006 | -58006 | -46067 |
Avg Bars in Trades | 116 | 114 | 117 | 116 | 114 | 117 |
Avg Bars in Winners | 160 | 165 | 155 | 160 | 165 | 155 |
Avg Bars in Losers | 75 | 72 | 79 | 75 | 72 | 79 |
Bars Traded | 24621 | 12167 | 12454 | 24621 | 12167 | 12454 |
Profit Streak | 0 | 11.7433 | 0 | 0 | 11.7433 | 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 | 459239 | 346439 | 333647 | 396033 | 370932 | -31612 |
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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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