Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 229214.9834 | 132406.2755 | 96808.7079 | 478219.1229 | 291198.0154 | 187021.1075 |
Total P&L (%) | 229.215 | 132.4063 | 96.8087 | 478.2191 | 291.198 | 187.0211 |
Avg Daily Profit (%) | 0.4401 | 0.2542 | 0.1859 | 0.3375 | 0.2622 | 0.2026 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57472 | -31523 | -32926 | -215802 | -135785 | -109174 |
Profit Factor | 1.4095 | 1.4565 | 1.359 | 1.3467 | 1.4146 | 1.2763 |
Total Trades | 291 | 145 | 146 | 291 | 145 | 146 |
Winning Trades | 125 | 57 | 68 | 125 | 57 | 68 |
Losing Trades | 166 | 88 | 78 | 166 | 88 | 78 |
Profitability (%) | 42.9553 | 39.3103 | 46.5753 | 42.9553 | 39.3103 | 46.5753 |
Ratio Avg Win / Avg Loss | 1.8718 | 2.2486 | 1.5588 | 1.7884 | 2.1839 | 1.4639 |
Largest Winning Trade | 25147 | 25147 | 20375 | 103120 | 103120 | 69199 |
Largest Losing Trade | -15670 | -10243 | -15670 | -51613 | -51613 | -47161 |
Avg Bars in Trades | 84 | 86 | 82 | 84 | 86 | 82 |
Avg Bars in Winners | 121 | 125 | 117 | 121 | 125 | 117 |
Avg Bars in Losers | 56 | 60 | 52 | 56 | 60 | 52 |
Bars Traded | 24586 | 12524 | 12062 | 24586 | 12524 | 12062 |
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 | 351031 | 192223 | 251551 | 305642 | 185473 | 198514 |
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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) |
---|