Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 207861.0232 | 111906.6448 | 95954.3784 | 378805.012 | 199114.63 | 179690.382 |
Total P&L (%) | 207.861 | 111.9066 | 95.9544 | 378.805 | 199.1146 | 179.6904 |
Avg Daily Profit (%) | 0.3991 | 0.2149 | 0.1842 | 0.3012 | 0.2106 | 0.1977 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45713 | -37791 | -28261 | -129763 | -159192 | -160494 |
Profit Factor | 1.4417 | 1.4574 | 1.4248 | 1.2676 | 1.2751 | 1.2597 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 95 | 45 | 50 | 95 | 45 | 50 |
Losing Trades | 127 | 66 | 61 | 127 | 66 | 61 |
Profitability (%) | 42.7928 | 40.5405 | 45.045 | 42.7928 | 40.5405 | 45.045 |
Ratio Avg Win / Avg Loss | 1.9274 | 2.1375 | 1.7382 | 1.6946 | 1.8702 | 1.5369 |
Largest Winning Trade | 34923 | 34923 | 21645 | 95915 | 95915 | 70013 |
Largest Losing Trade | -13387 | -12517 | -13387 | -48607 | -48607 | -39651 |
Avg Bars in Trades | 110 | 108 | 112 | 110 | 108 | 112 |
Avg Bars in Winners | 160 | 163 | 157 | 160 | 163 | 157 |
Avg Bars in Losers | 73 | 70 | 76 | 73 | 70 | 76 |
Bars Traded | 24523 | 11991 | 12532 | 24523 | 11991 | 12532 |
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 | 330269 | 194353 | 240808 | 261826 | 152940 | 208638 |
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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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